+380.3%
MCO vs RIO
+608.6%
-228.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.4% |
| 7D | -3.8% | -3.2% | -0.6% | -2.7% |
| 30D | -0.4% | +0.9% | -1.3% | -0.8% |
| 3M | +7.7% | -1.4% | +9.2% | +7.9% |
| 6M | +7.0% | +10.9% | -4.0% | +2.0% |
| YTD | -6.4% | +31.2% | -37.6% | -16.7% |
| 1Y | -7.6% | +67.9% | -75.6% | -25.2% |
| 3Y | +43.2% | +88.8% | -45.6% | +8.8% |
| 5Y | +29.6% | +93.1% | -63.5% | -5.7% |
| All | +380.3% | +608.6% | -228.4% | +123.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling