+30.0%
MTZ vs RIO
+73.7%
-43.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -11.1% | +4.0% | -15.0% | -13.0% |
| 3M | -36.7% | +0.1% | -36.8% | -37.3% |
| 6M | -21.9% | +12.7% | -34.7% | -27.5% |
| YTD | +9.1% | +35.6% | -26.4% | -10.9% |
| 1Y | +30.0% | +73.7% | -43.7% | -5.0% |
| All | +30.0% | +73.7% | -43.8% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling