+580.6%
RIO vs MTB
+172.9%
+407.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.3% |
| 7D | -3.4% | -0.4% | -2.9% | -3.2% |
| 30D | +0.6% | -4.6% | +5.2% | +2.2% |
| 3M | +2.5% | +7.4% | -4.9% | -0.4% |
| 6M | +10.8% | +18.7% | -7.9% | +3.8% |
| YTD | +30.5% | +21.1% | +9.4% | +21.2% |
| 1Y | +68.1% | +24.1% | +44.1% | +54.5% |
| 3Y | +94.0% | +115.3% | -21.3% | +40.9% |
| 5Y | +92.0% | +106.0% | -14.0% | +36.2% |
| All | +580.6% | +172.9% | +407.7% | +253.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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