+74.8%
MTZ vs RIO
+94.1%
-19.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.7% | +8.9% | +9.2% |
| 7D | -6.4% | +2.2% | -8.7% | -7.6% |
| 30D | -22.1% | -10.1% | -11.9% | -18.4% |
| 3M | -32.7% | -14.1% | -18.6% | -28.3% |
| 6M | -59.8% | -18.9% | -40.9% | -56.2% |
| YTD | -19.9% | +9.9% | -29.8% | -24.2% |
| 1Y | -11.5% | +27.0% | -38.5% | -21.4% |
| 3Y | +258.1% | +50.1% | +208.0% | +190.8% |
| All | +74.8% | +94.1% | -19.3% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling