+772.7%
MTZ vs RIO
+605.6%
+167.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.2% | +3.5% |
| 7D | +3.6% | +1.9% | +1.6% | +2.5% |
| 30D | -9.6% | +5.0% | -14.6% | -12.2% |
| 3M | -31.9% | +5.1% | -37.1% | -33.9% |
| 6M | -13.8% | +17.6% | -31.4% | -21.4% |
| YTD | +13.3% | +36.3% | -23.0% | -5.3% |
| 1Y | +39.3% | +71.2% | -31.9% | +3.0% |
| 3Y | +168.3% | +102.7% | +65.6% | +77.6% |
| 5Y | +166.4% | +99.6% | +66.8% | +69.2% |
| All | +772.7% | +605.6% | +167.1% | +186.3% |
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