+1,285.4%
MET vs RIO
+1,919.6%
-634.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +4.5% | -0.9% | +5.4% | +4.9% |
| 30D | +3.5% | -9.1% | +12.6% | +7.7% |
| 3M | +5.9% | -13.7% | +19.6% | +12.3% |
| 6M | +33.1% | -24.3% | +57.4% | +48.0% |
| YTD | +33.6% | +8.9% | +24.7% | +25.6% |
| 1Y | +32.7% | +22.7% | +10.0% | +18.3% |
| 3Y | +85.0% | +51.2% | +33.9% | +47.4% |
| 5Y | +85.6% | +88.1% | -2.5% | +29.4% |
| 10Y | +198.8% | +352.3% | -153.5% | +38.3% |
| All | +1,285.4% | +1,919.6% | -634.2% | +188.7% |
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