+2,967.8%
MTZ vs RIO
+4,925.9%
-1,958.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.4% |
| 7D | +12.9% | +0.5% | +12.4% | +12.8% |
| 30D | -8.5% | -9.9% | +1.4% | -5.0% |
| 3M | -30.6% | -14.0% | -16.6% | -26.8% |
| 6M | -55.1% | -19.5% | -35.6% | -51.5% |
| YTD | -13.0% | +11.5% | -24.5% | -17.1% |
| 1Y | -4.3% | +26.9% | -31.2% | -13.0% |
| 3Y | +284.0% | +55.1% | +228.9% | +221.4% |
| 5Y | +97.7% | +90.7% | +7.0% | +50.0% |
| 10Y | +444.4% | +363.3% | +81.1% | +200.5% |
| All | +2,967.8% | +4,925.9% | -1,958.1% | +712.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling