+1.4%
MCHP vs RIO
+90.3%
-88.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | +0.5% |
| 7D | -2.1% | -3.4% | +1.3% | -0.2% |
| 30D | -11.1% | +0.6% | -11.7% | -11.6% |
| 3M | -18.1% | +2.5% | -20.6% | -19.3% |
| 6M | +10.8% | +10.8% | 0.0% | +4.0% |
| YTD | +14.2% | +30.5% | -16.2% | -3.0% |
| 1Y | +13.5% | +68.1% | -54.7% | -16.8% |
| 3Y | -2.0% | +94.0% | -96.0% | -33.2% |
| 5Y | +1.4% | +92.0% | -90.6% | -30.7% |
| All | +1.4% | +90.3% | -88.9% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling