+163.8%
MPC vs RIO
+49.3%
+114.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -16.2% | +2.2% | -18.4% | -16.6% |
| 30D | -15.7% | -10.1% | -5.6% | -13.8% |
| 3M | +24.9% | -14.1% | +39.0% | +28.8% |
| 6M | +52.7% | -18.9% | +71.6% | +59.3% |
| YTD | +131.9% | +9.9% | +121.9% | +113.6% |
| 1Y | +96.6% | +27.0% | +69.7% | +70.1% |
| 3Y | +163.8% | +50.1% | +113.7% | +107.9% |
| All | +163.8% | +49.3% | +114.5% | +107.9% |
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