+609.5%
MTUM vs RIO
+488.4%
+121.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +4.1% | +1.0% | +3.2% | +3.8% |
| 30D | +0.6% | +4.0% | -3.4% | -0.6% |
| 3M | -0.6% | +4.5% | -5.2% | -2.0% |
| 6M | +25.3% | +17.3% | +8.0% | +19.8% |
| YTD | +23.8% | +36.2% | -12.4% | +13.4% |
| 1Y | +25.4% | +76.1% | -50.8% | +7.1% |
| 3Y | +117.3% | +102.5% | +14.7% | +76.6% |
| 5Y | +79.7% | +103.5% | -23.9% | +42.9% |
| 10Y | +359.6% | +619.2% | -259.6% | +174.4% |
| All | +609.5% | +488.4% | +121.1% | +328.9% |
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 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