+117.2%
MPC vs RIO
+29.3%
+87.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.6% | -11.7% | -7.8% |
| 7D | -10.9% | -1.6% | -9.3% | -10.8% |
| 30D | -9.4% | -11.6% | +2.2% | -9.7% |
| 3M | +26.0% | -12.7% | +38.7% | +25.5% |
| 6M | +56.5% | -12.4% | +68.9% | +55.7% |
| YTD | +144.3% | +11.0% | +133.3% | +133.2% |
| 1Y | +117.2% | +30.8% | +86.4% | +105.7% |
| All | +117.2% | +29.3% | +87.9% | +105.7% |
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