+76.3%
MMM vs RIO
+354.4%
-278.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -0.4% | -0.9% | +0.5% | -0.1% |
| 30D | +12.1% | -9.1% | +21.2% | +15.6% |
| 3M | +1.4% | -13.7% | +15.1% | +6.1% |
| 6M | +26.6% | -24.3% | +50.9% | +37.7% |
| YTD | +16.8% | +8.9% | +7.9% | +11.9% |
| 1Y | +10.1% | +22.7% | -12.6% | +1.2% |
| 3Y | +158.4% | +51.2% | +107.2% | +118.5% |
| 5Y | +43.1% | +88.1% | -45.0% | +9.0% |
| All | +76.3% | +354.4% | -278.1% | +5.0% |
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