+471.6%
RIOT vs MMM
+53.9%
+417.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.1% | -4.4% |
| 7D | -0.9% | -3.2% | +2.3% | +1.3% |
| 30D | +3.5% | -10.7% | +14.2% | +11.7% |
| 3M | -13.0% | +4.3% | -17.3% | -15.8% |
| 6M | +43.1% | +5.9% | +37.2% | +37.3% |
| YTD | +65.4% | +3.2% | +62.2% | +61.0% |
| 1Y | +27.7% | +8.0% | +19.7% | +19.5% |
| 3Y | +91.3% | +99.1% | -7.8% | +18.4% |
| 5Y | -29.3% | +25.7% | -55.0% | -41.9% |
| All | +471.6% | +53.9% | +417.7% | +192.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 10y: compounded portfolio wealth divided by compounded MMM 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…
10y analysis · Full analysis span regression · 6 months rolling