+40.9%
MCO vs RIO
+87.1%
-46.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.8% |
| 7D | -7.3% | -3.4% | -4.0% | -6.8% |
| 30D | -1.7% | +0.6% | -2.3% | -1.9% |
| 3M | +3.9% | +2.5% | +1.4% | +3.3% |
| 6M | +3.8% | +10.8% | -7.0% | +1.2% |
| YTD | -7.9% | +30.5% | -38.4% | -14.3% |
| 1Y | -6.8% | +68.1% | -75.0% | -19.4% |
| All | +40.9% | +87.1% | -46.2% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling