+254.1%
MP vs RIO
+142.0%
+112.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.3% | +4.4% |
| 7D | -10.5% | +2.2% | -12.8% | -12.3% |
| 30D | -23.5% | -10.1% | -13.4% | -16.6% |
| 3M | -25.4% | -14.1% | -11.3% | -15.4% |
| 6M | -51.3% | -18.9% | -32.4% | -42.0% |
| YTD | -29.9% | +9.9% | -39.8% | -34.5% |
| 1Y | -31.8% | +27.0% | -58.8% | -43.5% |
| 3Y | +127.0% | +50.1% | +76.9% | +65.1% |
| 5Y | -3.3% | +95.3% | -98.6% | -42.6% |
| All | +254.1% | +142.0% | +112.1% | +123.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling