+92.0%
RIO vs MTB
+101.1%
-9.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.8% |
| 3M | +2.5% | +7.4% | -4.9% | +0.2% |
| 6M | +10.8% | +18.7% | -7.9% | +5.1% |
| YTD | +30.5% | +21.1% | +9.4% | +23.0% |
| 1Y | +68.1% | +24.1% | +44.1% | +57.2% |
| 3Y | +94.0% | +115.3% | -21.3% | +49.7% |
| 5Y | +92.0% | +106.0% | -14.0% | +46.3% |
| All | +92.0% | +101.1% | -9.1% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling