-24.5%
MDB vs RIO
+101.7%
-126.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.5% | +1.0% | -5.5% | -5.0% |
| 30D | -14.0% | +4.0% | -18.0% | -16.0% |
| 3M | +5.3% | +4.5% | +0.8% | +2.3% |
| 6M | +31.9% | +17.3% | +14.5% | +19.7% |
| YTD | -14.6% | +36.2% | -50.8% | -28.8% |
| 1Y | +8.2% | +76.1% | -67.9% | -21.8% |
| 3Y | -5.0% | +102.5% | -107.5% | -38.6% |
| 5Y | -24.5% | +103.5% | -128.1% | -49.3% |
| All | -24.5% | +101.7% | -126.2% | -49.3% |
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