+303.4%
MRK vs RIOT
+750.5%
-447.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.6% |
| 7D | +0.7% | +4.8% | -4.1% | +0.6% |
| 30D | +0.3% | +16.0% | -15.8% | 0.0% |
| 3M | +9.7% | -8.8% | +18.4% | +9.7% |
| 6M | +32.0% | -29.7% | +61.6% | +32.2% |
| YTD | +43.3% | +38.3% | +5.0% | +42.0% |
| 1Y | +63.7% | +26.2% | +37.4% | +62.3% |
| 3Y | +58.0% | +79.0% | -20.9% | +54.2% |
| 5Y | +105.0% | -60.4% | +165.3% | +102.0% |
| 10Y | +228.6% | +638.6% | -410.0% | +194.1% |
| All | +303.4% | +750.5% | -447.1% | +261.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 RIOT 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