+3,908.5%
RIO vs MDY
+2,644.5%
+1,264.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.2% |
| 7D | +1.9% | +1.0% | +0.9% | +0.9% |
| 30D | +5.0% | -3.1% | +8.1% | +8.2% |
| 3M | +5.1% | +1.8% | +3.3% | +3.2% |
| 6M | +17.6% | +10.8% | +6.8% | +6.6% |
| YTD | +36.3% | +14.4% | +21.9% | +19.6% |
| 1Y | +71.2% | +15.2% | +56.0% | +48.9% |
| 3Y | +102.7% | +51.2% | +51.5% | +30.9% |
| 5Y | +99.6% | +47.2% | +52.3% | +28.6% |
| 10Y | +603.1% | +171.1% | +432.0% | +131.6% |
| All | +3,908.5% | +2,644.5% | +1,264.1% | +281.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling