+4,407.5%
MU vs RIO
+354.4%
+4,053.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +12.8% | -0.9% | +13.7% | +13.6% |
| 30D | -14.9% | -9.1% | -5.8% | -9.5% |
| 3M | -18.0% | -13.7% | -4.4% | -10.1% |
| 6M | -3.1% | -24.3% | +21.2% | +16.5% |
| YTD | +172.9% | +8.9% | +164.0% | +164.5% |
| 1Y | +228.8% | +22.7% | +206.2% | +197.5% |
| 3Y | +950.8% | +51.2% | +899.7% | +742.9% |
| 5Y | +931.3% | +88.1% | +843.1% | +595.1% |
| All | +4,407.5% | +354.4% | +4,053.1% | +1,869.3% |
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