+79.6%
MMM vs RIO
+353.3%
-273.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.1% |
| 7D | +7.0% | +3.6% | +3.4% | +5.8% |
| 30D | +18.4% | -10.8% | +29.2% | +22.7% |
| 3M | +4.5% | -15.2% | +19.7% | +9.9% |
| 6M | +33.4% | -18.0% | +51.4% | +41.3% |
| YTD | +20.0% | +11.0% | +9.0% | +14.2% |
| 1Y | +15.0% | +26.4% | -11.3% | +4.7% |
| 3Y | +165.0% | +54.4% | +110.6% | +122.6% |
| 5Y | +47.9% | +98.1% | -50.2% | +10.7% |
| 10Y | +79.6% | +358.5% | -278.9% | +6.6% |
| All | +79.6% | +353.3% | -273.7% | +6.6% |
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