+123.2%
MPC vs RIO
+70.7%
+52.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.7% | +2.3% |
| 7D | +3.9% | +1.9% | +1.9% | +3.8% |
| 30D | +33.8% | +5.0% | +28.8% | +33.6% |
| 3M | +49.9% | +5.1% | +44.7% | +49.9% |
| 6M | +80.9% | +17.6% | +63.3% | +76.1% |
| YTD | +147.4% | +36.3% | +111.1% | +128.9% |
| 1Y | +123.2% | +71.2% | +52.0% | +94.8% |
| All | +123.2% | +70.7% | +52.5% | +94.8% |
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