+404.4%
MTZ vs RIO
+356.2%
+48.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.1% |
| 7D | +16.5% | +0.1% | +16.3% | +16.6% |
| 30D | -10.2% | -10.5% | +0.3% | -4.9% |
| 3M | -34.2% | -15.9% | -18.2% | -28.2% |
| 6M | -56.0% | -22.3% | -33.7% | -50.0% |
| YTD | -14.8% | +9.3% | -24.2% | -20.1% |
| 1Y | -7.2% | +23.0% | -30.3% | -18.3% |
| 3Y | +275.8% | +52.1% | +223.7% | +190.0% |
| 5Y | +93.5% | +88.9% | +4.6% | +25.5% |
| All | +404.4% | +356.2% | +48.1% | +114.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling