+27.0%
MMM vs RIO
+97.3%
-70.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.8% |
| 7D | -1.6% | +1.9% | -3.5% | -2.1% |
| 30D | -8.0% | +5.0% | -13.0% | -9.3% |
| 3M | +9.4% | +5.1% | +4.2% | +7.5% |
| 6M | +10.2% | +17.6% | -7.4% | +4.6% |
| YTD | +6.1% | +36.3% | -30.2% | -3.9% |
| 1Y | +10.8% | +71.2% | -60.4% | -6.2% |
| 3Y | +104.8% | +102.7% | +2.1% | +63.7% |
| 5Y | +27.0% | +99.6% | -72.5% | +1.7% |
| All | +27.0% | +97.3% | -70.3% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling