+2,582.0%
MMM vs RIO
+6,008.3%
-3,426.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | -7.0% | +4.0% | -11.0% | -7.9% |
| 3M | +10.8% | +0.1% | +10.7% | +10.5% |
| 6M | +5.8% | +12.7% | -6.9% | +2.3% |
| YTD | +6.8% | +35.6% | -28.8% | -1.4% |
| 1Y | +10.4% | +73.7% | -63.3% | -4.0% |
| 3Y | +104.7% | +93.3% | +11.4% | +72.5% |
| 5Y | +23.6% | +92.4% | -68.9% | +2.3% |
| 10Y | +54.1% | +606.9% | -552.8% | -7.4% |
| All | +2,582.0% | +6,008.3% | -3,426.3% | +820.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling