+770.1%
RIOT vs MCO
+440.3%
+329.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.5% | -3.6% | -3.7% |
| 7D | -0.9% | -7.3% | +6.4% | +6.0% |
| 30D | +3.5% | -1.7% | +5.2% | +4.6% |
| 3M | -13.0% | +3.9% | -16.9% | -18.8% |
| 6M | +43.1% | +3.8% | +39.3% | +32.6% |
| YTD | +65.4% | -7.9% | +73.3% | +68.8% |
| 1Y | +27.7% | -6.8% | +34.6% | +28.0% |
| 3Y | +91.3% | +40.9% | +50.4% | +30.3% |
| 5Y | -29.3% | +27.5% | -56.8% | -45.2% |
| 10Y | +496.3% | +381.4% | +114.9% | +154.9% |
| All | +770.1% | +440.3% | +329.8% | +284.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling