+95.9%
RIO vs MKC
-31.2%
+127.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +1.0% | -4.3% | +5.3% | +1.3% |
| 30D | +4.0% | -3.1% | +7.1% | +4.2% |
| 3M | +4.5% | +6.8% | -2.3% | +3.5% |
| 6M | +17.3% | -18.3% | +35.7% | +21.5% |
| YTD | +36.2% | -23.1% | +59.2% | +42.4% |
| 1Y | +76.1% | -23.7% | +99.8% | +84.3% |
| All | +95.9% | -31.2% | +127.1% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling