+1,272.2%
MUU vs RIO
+39.5%
+1,232.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -4.5% |
| 7D | +24.7% | -0.9% | +25.6% | +27.8% |
| 30D | -35.1% | -9.1% | -26.0% | -20.9% |
| 3M | -44.3% | -13.7% | -30.6% | -25.2% |
| 6M | -44.4% | -24.3% | -20.1% | +2.6% |
| YTD | +244.9% | +8.9% | +236.0% | +242.2% |
| 1Y | +365.6% | +22.7% | +342.9% | +269.8% |
| All | +1,272.2% | +39.5% | +1,232.8% | +739.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling