+95.9%
RIO vs MDY
+48.7%
+47.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.6% |
| 7D | +1.0% | -0.8% | +1.7% | +1.5% |
| 30D | +4.0% | -3.9% | +7.9% | +6.8% |
| 3M | +4.5% | 0.0% | +4.6% | +4.5% |
| 6M | +17.3% | +8.5% | +8.8% | +11.5% |
| YTD | +36.2% | +13.2% | +23.0% | +26.1% |
| 1Y | +76.1% | +15.0% | +61.1% | +61.4% |
| All | +95.9% | +48.7% | +47.3% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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