-37.3%
MP vs RIO
+23.2%
-60.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +3.9% | +3.8% |
| 7D | +11.0% | +0.1% | +10.9% | +10.9% |
| 30D | -11.7% | -10.5% | -1.2% | -2.1% |
| 3M | -30.8% | -15.9% | -14.9% | -18.3% |
| 6M | -42.9% | -22.3% | -20.6% | -27.6% |
| YTD | -25.9% | +9.3% | -35.2% | -24.6% |
| 1Y | -37.3% | +23.0% | -60.3% | -32.4% |
| All | -37.3% | +23.2% | -60.5% | -32.4% |
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