+186.6%
MU vs RIO
+26.8%
+159.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | +1.1% |
| 7D | -15.2% | +3.6% | -18.8% | -18.0% |
| 30D | -29.5% | -10.8% | -18.7% | -20.7% |
| 3M | -15.8% | -15.2% | -0.5% | -0.8% |
| 6M | -2.9% | -18.0% | +15.1% | +18.9% |
| YTD | +154.2% | +11.0% | +143.3% | +154.5% |
| 1Y | +186.6% | +26.4% | +160.2% | +137.9% |
| All | +186.6% | +26.8% | +159.8% | +137.9% |
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