+130.3%
MRK vs RIO
+90.3%
+40.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -1.5% |
| 7D | -5.0% | -3.4% | -1.7% | -4.7% |
| 30D | +11.0% | +0.6% | +10.4% | +10.9% |
| 3M | +22.4% | +2.5% | +19.9% | +22.1% |
| 6M | +25.4% | +10.8% | +14.6% | +24.0% |
| YTD | +39.5% | +30.5% | +9.0% | +35.9% |
| 1Y | +78.0% | +68.1% | +9.8% | +69.9% |
| 3Y | +45.5% | +94.0% | -48.5% | +37.0% |
| 5Y | +130.3% | +92.0% | +38.3% | +120.6% |
| All | +130.3% | +90.3% | +40.0% | +120.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling