+264.6%
MP vs RIO
+144.3%
+120.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.2% |
| 7D | -3.6% | +3.6% | -7.2% | -6.5% |
| 30D | -21.0% | -10.8% | -10.2% | -13.2% |
| 3M | -33.3% | -15.2% | -18.1% | -23.6% |
| 6M | -45.9% | -18.0% | -27.9% | -36.2% |
| YTD | -27.8% | +11.0% | -38.8% | -33.1% |
| 1Y | -43.2% | +26.4% | -69.5% | -52.7% |
| 3Y | +144.0% | +54.4% | +89.7% | +74.0% |
| 5Y | -6.1% | +98.1% | -104.2% | -45.1% |
| All | +264.6% | +144.3% | +120.3% | +128.2% |
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