+627.6%
RIOT vs MMM
+85.2%
+542.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.1% |
| 7D | +4.8% | -0.4% | +5.2% | +5.2% |
| 30D | +16.0% | +12.1% | +3.9% | +7.0% |
| 3M | -8.8% | +1.4% | -10.2% | -10.2% |
| 6M | -29.7% | +26.6% | -56.3% | -40.8% |
| YTD | +38.3% | +16.8% | +21.5% | +23.3% |
| 1Y | +26.2% | +10.1% | +16.1% | +17.3% |
| 3Y | +79.0% | +158.4% | -79.5% | -7.4% |
| 5Y | -60.4% | +43.1% | -103.4% | -70.3% |
| 10Y | +638.6% | +74.2% | +564.4% | +304.1% |
| All | +627.6% | +85.2% | +542.4% | +332.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling