-10.9%
MP vs RIO
+90.3%
-101.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.8% |
| 7D | +9.5% | -0.9% | +10.4% | +10.4% |
| 30D | -3.0% | -9.1% | +6.1% | +5.2% |
| 3M | -30.4% | -13.7% | -16.7% | -20.7% |
| 6M | -39.2% | -24.3% | -14.8% | -22.3% |
| YTD | -23.3% | +8.9% | -32.2% | -28.1% |
| 1Y | -32.6% | +22.7% | -55.3% | -43.1% |
| 3Y | +159.3% | +51.2% | +108.1% | +84.0% |
| All | -10.9% | +90.3% | -101.2% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling