-5.4%
MCK vs RIO
+12.6%
-18.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.2% |
| 7D | -2.9% | -3.2% | +0.3% | -3.3% |
| 30D | +0.4% | +0.9% | -0.5% | +0.8% |
| 3M | +12.1% | -1.4% | +13.5% | +13.1% |
| 6M | -5.4% | +10.9% | -16.4% | -7.1% |
| All | -5.4% | +12.6% | -18.0% | -7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling