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  • MPC vs RIO✓SelectedUSD · RIOMPC vs RIO performance historyLatest closeAs of+2.28%09/08
Stock and ETF performance explorer

MPC vs RIO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,134.0%
RIO return
+600.2%
Excess return
+533.8%
Maximum drawdown
-79.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioRIOExcessAlpha
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