+198.5%
MPC vs RIO
+52.3%
+146.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +2.9% |
| 7D | +9.4% | +0.1% | +9.3% | +9.4% |
| 30D | -13.4% | -10.5% | -2.9% | -11.4% |
| 3M | +18.9% | -15.9% | +34.8% | +23.1% |
| 6M | +64.9% | -22.3% | +87.2% | +74.1% |
| YTD | +156.8% | +9.3% | +147.5% | +137.1% |
| 1Y | +113.2% | +23.0% | +90.1% | +87.0% |
| All | +198.5% | +52.3% | +146.2% | +138.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling