+6,263.3%
MDT vs RIO
+6,008.3%
+255.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | +3.2% | 0.0% | +3.3% | +3.2% |
| 30D | +9.5% | +4.0% | +5.5% | +8.7% |
| 3M | +16.0% | +0.1% | +15.8% | +15.6% |
| 6M | +0.2% | +12.7% | -12.5% | -2.5% |
| YTD | -0.3% | +35.6% | -35.8% | -6.3% |
| 1Y | +4.7% | +73.7% | -69.0% | -6.1% |
| 3Y | +26.5% | +93.3% | -66.8% | +10.4% |
| 5Y | -18.2% | +92.4% | -110.6% | -29.7% |
| 10Y | +40.0% | +606.9% | -566.9% | -6.2% |
| All | +6,263.3% | +6,008.3% | +255.0% | +2,496.9% |
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