+1,134.0%
MPC vs RIO
+600.2%
+533.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.7% | +2.0% |
| 7D | +3.9% | +1.9% | +1.9% | +2.8% |
| 30D | +33.8% | +5.0% | +28.8% | +29.9% |
| 3M | +49.9% | +5.1% | +44.7% | +44.3% |
| 6M | +80.9% | +17.6% | +63.3% | +60.4% |
| YTD | +147.4% | +36.3% | +111.1% | +99.6% |
| 1Y | +123.2% | +71.2% | +52.0% | +56.4% |
| 3Y | +171.7% | +102.7% | +69.0% | +66.7% |
| 5Y | +678.6% | +99.6% | +579.0% | +359.5% |
| 10Y | +1,134.0% | +603.1% | +530.9% | +260.7% |
| All | +1,134.0% | +600.2% | +533.8% | +260.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling