+4,887.7%
RIO vs MTB
+7,998.4%
-3,110.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | +0.1% | 0.0% | +0.1% | +0.2% |
| 30D | -10.5% | +0.8% | -11.4% | -10.9% |
| 3M | -15.9% | -12.8% | -3.2% | -11.0% |
| 6M | -22.3% | +6.7% | -29.0% | -24.9% |
| YTD | +9.3% | +11.3% | -2.0% | +3.6% |
| 1Y | +23.0% | +20.2% | +2.9% | +12.7% |
| 3Y | +52.1% | +103.8% | -51.7% | +6.6% |
| 5Y | +88.9% | +60.9% | +28.0% | +41.0% |
| 10Y | +354.1% | +115.0% | +239.1% | +169.4% |
| All | +4,887.7% | +7,998.4% | -3,110.8% | +1,160.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling