-34.6%
MP vs RIO
+29.3%
-63.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.6% | -8.7% | -8.4% |
| 7D | -12.5% | -1.6% | -10.9% | -11.5% |
| 30D | -23.3% | -11.6% | -11.7% | -13.9% |
| 3M | -24.4% | -12.7% | -11.6% | -13.9% |
| 6M | -45.8% | -12.4% | -33.4% | -38.6% |
| YTD | -28.9% | +11.0% | -39.9% | -29.1% |
| 1Y | -34.6% | +30.8% | -65.4% | -34.4% |
| All | -34.6% | +29.3% | -63.9% | -34.4% |
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 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