+3,385.3%
MRK vs RIO
+6,041.4%
-2,656.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | -0.9% | +1.9% | -2.9% | -1.2% |
| 30D | +15.5% | +5.0% | +10.5% | +14.6% |
| 3M | +25.1% | +5.1% | +20.0% | +23.9% |
| 6M | +30.1% | +17.6% | +12.5% | +26.1% |
| YTD | +43.1% | +36.3% | +6.8% | +35.1% |
| 1Y | +82.5% | +71.2% | +11.3% | +65.7% |
| 3Y | +49.3% | +102.7% | -53.4% | +30.7% |
| 5Y | +130.3% | +99.6% | +30.7% | +98.2% |
| 10Y | +234.3% | +603.1% | -368.8% | +124.7% |
| All | +3,385.3% | +6,041.4% | -2,656.0% | +1,395.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling