-6.0%
MTZ vs RIO
+29.6%
-35.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.2% | +5.4% | +7.1% |
| 7D | -2.4% | +4.4% | -6.9% | -4.5% |
| 30D | -11.1% | -8.9% | -2.2% | -6.9% |
| 3M | -30.6% | -12.7% | -17.9% | -26.0% |
| 6M | -54.4% | -16.2% | -38.1% | -50.8% |
| YTD | -13.0% | +13.4% | -26.4% | -22.7% |
| All | -6.0% | +29.6% | -35.5% | -24.4% |
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