+54.7%
MMM vs RIO
+605.0%
-550.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -2.6% | +1.0% | -3.5% | -2.9% |
| 30D | -9.3% | +4.0% | -13.3% | -10.5% |
| 3M | +5.6% | +4.5% | +1.0% | +3.7% |
| 6M | +9.5% | +17.3% | -7.9% | +3.1% |
| YTD | +4.1% | +36.2% | -32.0% | -7.0% |
| 1Y | +9.4% | +76.1% | -66.8% | -10.5% |
| 3Y | +101.0% | +102.5% | -1.6% | +55.3% |
| 5Y | +26.1% | +103.5% | -77.4% | -5.5% |
| 10Y | +54.7% | +619.2% | -564.4% | -18.5% |
| All | +54.7% | +605.0% | -550.2% | -18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling