+9.6%
MMM vs RIO
+21.8%
-12.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -0.8% | -0.9% | +0.1% | -0.6% |
| 30D | +11.7% | -9.1% | +20.8% | +13.8% |
| 3M | +1.0% | -13.7% | +14.7% | +4.1% |
| 6M | +26.0% | -24.3% | +50.4% | +34.2% |
| YTD | +16.3% | +8.9% | +7.4% | +9.7% |
| 1Y | +9.6% | +22.7% | -13.0% | -2.7% |
| All | +9.6% | +21.8% | -12.2% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling