+584.5%
RIO vs MKC
+29.9%
+554.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.5% |
| 7D | -3.2% | -1.5% | -1.7% | -2.9% |
| 30D | +0.9% | -3.1% | +4.0% | +1.5% |
| 3M | -1.4% | +5.2% | -6.6% | -3.0% |
| 6M | +10.9% | -12.8% | +23.8% | +14.0% |
| YTD | +31.2% | -23.3% | +54.5% | +38.9% |
| 1Y | +67.9% | -24.1% | +92.0% | +77.8% |
| 3Y | +88.8% | -32.1% | +120.9% | +103.9% |
| 5Y | +93.1% | -32.8% | +125.9% | +106.1% |
| All | +584.5% | +29.9% | +554.6% | +537.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling