+272.7%
MCHP vs RIOT
+980.6%
-707.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.3% |
| 7D | +2.8% | +25.1% | -22.4% | +0.3% |
| 30D | -12.8% | +8.5% | -21.3% | -13.8% |
| 3M | -19.2% | -13.4% | -5.9% | -18.6% |
| 6M | +14.5% | +57.1% | -42.6% | +8.4% |
| YTD | +17.1% | +75.7% | -58.6% | +8.7% |
| 1Y | +15.3% | +65.6% | -50.3% | +6.8% |
| 3Y | +0.5% | +103.3% | -102.8% | -14.0% |
| 5Y | +6.1% | -26.7% | +32.8% | -8.8% |
| 10Y | +192.2% | +527.2% | -334.9% | +109.9% |
| All | +272.7% | +980.6% | -707.8% | +161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 all: compounded portfolio wealth divided by compounded RIOT 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…
all analysis · Full analysis span regression · 6 months rolling