+103.3%
RIOT vs MMM
+105.1%
-1.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.5% |
| 7D | +25.1% | -1.6% | +26.7% | +26.4% |
| 30D | +8.5% | -8.0% | +16.5% | +14.7% |
| 3M | -13.4% | +9.4% | -22.7% | -18.9% |
| 6M | +57.1% | +10.2% | +46.9% | +46.2% |
| YTD | +75.7% | +6.1% | +69.6% | +67.3% |
| 1Y | +65.6% | +10.8% | +54.8% | +51.9% |
| 3Y | +103.3% | +104.8% | -1.5% | +16.6% |
| All | +103.3% | +105.1% | -1.8% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling