+6,923.6%
MCK vs RIO
+3,571.9%
+3,351.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -2.9% | -3.2% | +0.3% | -2.4% |
| 30D | +0.4% | +0.9% | -0.5% | +0.2% |
| 3M | +12.1% | -1.4% | +13.5% | +12.1% |
| 6M | -5.4% | +10.9% | -16.4% | -7.7% |
| YTD | +7.8% | +31.2% | -23.4% | +1.9% |
| 1Y | +22.9% | +67.9% | -45.0% | +11.2% |
| 3Y | +110.7% | +88.8% | +21.9% | +84.3% |
| 5Y | +346.2% | +93.1% | +253.1% | +281.4% |
| 10Y | +440.1% | +593.0% | -152.8% | +262.4% |
| All | +6,923.6% | +3,571.9% | +3,351.8% | +3,221.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling