-40.2%
MDB vs RIO
+96.6%
-136.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.5% |
| 7D | -1.0% | +3.6% | -4.6% | -2.7% |
| 30D | -14.0% | -10.8% | -3.2% | -9.1% |
| 3M | -20.3% | -15.2% | -5.1% | -14.2% |
| 6M | +10.9% | -18.0% | +28.9% | +20.8% |
| YTD | -20.9% | +11.0% | -31.9% | -27.8% |
| 1Y | -11.2% | +26.4% | -37.6% | -24.7% |
| 3Y | -11.9% | +54.4% | -66.3% | -35.4% |
| 5Y | -40.2% | +98.1% | -138.3% | -60.8% |
| All | -40.2% | +96.6% | -136.8% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling