+90.3%
RIO vs MKC
-35.5%
+125.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -0.9% | -3.0% | +2.0% | -0.5% |
| 30D | -9.1% | +4.8% | -13.9% | -9.8% |
| 3M | -13.7% | -12.8% | -0.8% | -12.1% |
| 6M | -24.3% | +5.0% | -29.4% | -25.5% |
| YTD | +8.9% | -29.1% | +37.9% | +15.5% |
| 1Y | +22.7% | -26.4% | +49.1% | +29.0% |
| 3Y | +51.2% | -21.6% | +72.8% | +55.2% |
| All | +90.3% | -35.5% | +125.8% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling