-14.3%
MTZ vs RIO
+29.3%
-43.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.6% | -19.0% | -16.9% |
| 7D | -7.4% | -1.6% | -5.8% | -6.8% |
| 30D | -23.6% | -11.6% | -12.0% | -18.9% |
| 3M | -38.3% | -12.7% | -25.6% | -34.4% |
| 6M | -60.6% | -12.4% | -48.2% | -58.3% |
| YTD | -22.9% | +11.0% | -33.9% | -30.8% |
| 1Y | -14.3% | +30.8% | -45.1% | -32.7% |
| All | -14.3% | +29.3% | -43.6% | -32.7% |
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