+37.2%
RIOT vs MCO
-5.7%
+42.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.3% |
| 7D | -1.5% | -3.8% | +2.3% | -1.1% |
| 30D | +5.7% | -0.4% | +6.1% | +5.7% |
| 3M | -17.9% | +7.7% | -25.6% | -20.5% |
| 6M | +45.0% | +7.0% | +38.0% | +40.1% |
| YTD | +69.5% | -6.4% | +75.9% | +68.3% |
| 1Y | +37.2% | -7.6% | +44.8% | +38.3% |
| All | +37.2% | -5.7% | +42.9% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling