+267.3%
MP vs RIO
+145.6%
+121.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.3% |
| 7D | +2.3% | +0.5% | +1.8% | +2.1% |
| 30D | -15.3% | -9.9% | -5.4% | -7.7% |
| 3M | -33.5% | -14.0% | -19.5% | -24.6% |
| 6M | -45.5% | -19.5% | -26.0% | -34.7% |
| YTD | -27.3% | +11.5% | -38.8% | -32.8% |
| 1Y | -40.7% | +26.9% | -67.7% | -50.8% |
| 3Y | +145.9% | +55.1% | +90.7% | +74.7% |
| 5Y | -13.9% | +90.7% | -104.6% | -48.4% |
| All | +267.3% | +145.6% | +121.7% | +129.2% |
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