+7,285.9%
MCO vs RIO
+3,584.5%
+3,701.4%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -3.1% | +1.0% | -4.1% | -3.4% |
| 30D | -0.5% | +4.0% | -4.6% | -1.8% |
| 3M | +5.7% | +4.5% | +1.2% | +3.9% |
| 6M | +3.0% | +17.3% | -14.3% | -2.7% |
| YTD | -6.5% | +36.2% | -42.7% | -16.1% |
| 1Y | -5.8% | +76.1% | -81.9% | -22.1% |
| 3Y | +43.1% | +102.5% | -59.4% | +11.9% |
| 5Y | +29.5% | +103.5% | -74.1% | -1.3% |
| 10Y | +388.8% | +619.2% | -230.3% | +146.9% |
| All | +7,285.9% | +3,584.5% | +3,701.4% | +2,252.5% |
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 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