-43.2%
MP vs RIO
+26.8%
-70.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -1.4% |
| 7D | -3.6% | +3.6% | -7.2% | -6.7% |
| 30D | -21.0% | -10.8% | -10.2% | -12.0% |
| 3M | -33.3% | -15.2% | -18.1% | -21.9% |
| 6M | -45.9% | -18.0% | -27.9% | -34.9% |
| YTD | -27.8% | +11.0% | -38.8% | -27.5% |
| 1Y | -43.2% | +26.4% | -69.5% | -39.1% |
| All | -43.2% | +26.8% | -70.0% | -39.1% |
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