+237.4%
MP vs RIO
+140.3%
+97.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.4% | -4.7% |
| 7D | -19.0% | -0.1% | -18.9% | -19.0% |
| 30D | -30.5% | -13.3% | -17.2% | -21.8% |
| 3M | -29.6% | -16.3% | -13.3% | -18.4% |
| 6M | -50.4% | -15.4% | -35.0% | -43.0% |
| YTD | -33.2% | +9.2% | -42.4% | -37.3% |
| 1Y | -38.6% | +26.5% | -65.1% | -48.9% |
| 3Y | +105.5% | +49.9% | +55.6% | +49.6% |
| 5Y | -7.8% | +93.9% | -101.8% | -45.0% |
| All | +237.4% | +140.3% | +97.1% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling