+6,907.5%
MDT vs RIO
+4,806.4%
+2,101.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +1.9% |
| 7D | +1.0% | -0.9% | +2.0% | +1.2% |
| 30D | +9.2% | -9.1% | +18.3% | +11.0% |
| 3M | +14.5% | -13.7% | +28.2% | +17.3% |
| 6M | +37.3% | -24.3% | +61.6% | +43.5% |
| YTD | +9.8% | +8.9% | +0.9% | +7.1% |
| 1Y | +10.5% | +22.7% | -12.1% | +5.5% |
| 3Y | +57.4% | +51.2% | +6.3% | +43.4% |
| 5Y | +1.2% | +88.1% | -87.0% | -12.7% |
| 10Y | +63.2% | +352.3% | -289.1% | +18.1% |
| All | +6,907.5% | +4,806.4% | +2,101.1% | +2,869.9% |
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