+157.1%
MMM vs RIO
+49.3%
+107.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +6.2% | +2.2% | +4.0% | +5.6% |
| 30D | +14.2% | -10.1% | +24.3% | +17.7% |
| 3M | +2.9% | -14.1% | +17.0% | +7.3% |
| 6M | +27.6% | -18.9% | +46.5% | +34.8% |
| YTD | +17.3% | +9.9% | +7.4% | +11.3% |
| 1Y | +15.1% | +27.0% | -11.9% | +3.7% |
| 3Y | +157.1% | +50.1% | +107.0% | +118.0% |
| All | +157.1% | +49.3% | +107.8% | +118.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling