+855.4%
MU vs RIO
+49.3%
+806.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +4.5% |
| 7D | -22.0% | +2.2% | -24.3% | -23.6% |
| 30D | -36.6% | -10.1% | -26.4% | -30.2% |
| 3M | -21.7% | -14.1% | -7.6% | -10.7% |
| 6M | +3.5% | -18.9% | +22.4% | +26.1% |
| YTD | +141.9% | +9.9% | +132.0% | +131.2% |
| 1Y | +189.8% | +27.0% | +162.9% | +146.5% |
| 3Y | +855.4% | +50.1% | +805.3% | +618.0% |
| All | +855.4% | +49.3% | +806.1% | +618.0% |
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 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