+6,169.9%
MU vs RIO
+605.0%
+5,565.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.8% | +2.8% |
| 7D | +7.5% | +1.0% | +6.5% | +6.9% |
| 30D | +19.4% | +4.0% | +15.3% | +16.3% |
| 3M | +9.8% | +4.5% | +5.3% | +7.3% |
| 6M | +164.1% | +17.3% | +146.8% | +143.6% |
| YTD | +260.3% | +36.2% | +224.1% | +204.4% |
| 1Y | +661.2% | +76.1% | +585.0% | +456.9% |
| 3Y | +1,380.8% | +102.5% | +1,278.3% | +898.2% |
| 5Y | +1,346.4% | +103.5% | +1,242.8% | +829.9% |
| 10Y | +6,169.9% | +619.2% | +5,550.8% | +2,267.5% |
| All | +6,169.9% | +605.0% | +5,565.0% | +2,267.5% |
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