+6,084.9%
RIO vs MTB
+8,737.6%
-2,652.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | 0.0% | +1.7% | -1.8% | -0.8% |
| 30D | +4.0% | -4.2% | +8.2% | +5.8% |
| 3M | +0.1% | +8.9% | -8.7% | -3.8% |
| 6M | +12.7% | +10.9% | +1.8% | +7.3% |
| YTD | +35.6% | +21.5% | +14.1% | +23.8% |
| 1Y | +73.7% | +21.9% | +51.8% | +57.9% |
| 3Y | +93.3% | +109.2% | -15.9% | +33.8% |
| 5Y | +92.4% | +102.0% | -9.5% | +29.2% |
| 10Y | +606.9% | +171.9% | +435.0% | +277.4% |
| All | +6,084.9% | +8,737.6% | -2,652.7% | +1,406.7% |
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