+1,371.2%
MU vs RIO
+100.4%
+1,270.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +5.7% |
| 7D | +9.0% | 0.0% | +9.0% | +9.0% |
| 30D | +13.8% | +4.0% | +9.8% | +9.7% |
| 3M | +2.1% | +0.1% | +2.0% | +2.3% |
| 6M | +153.8% | +12.7% | +141.1% | +134.9% |
| YTD | +256.4% | +35.6% | +220.8% | +186.6% |
| 1Y | +719.8% | +73.7% | +646.1% | +450.0% |
| All | +1,371.2% | +100.4% | +1,270.8% | +826.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling