+805.4%
RIOT vs MMM
+69.3%
+736.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | +14.8% | -3.3% | +18.1% | +17.4% |
| 30D | +1.4% | -7.0% | +8.4% | +6.4% |
| 3M | -20.6% | +10.8% | -31.5% | -26.3% |
| 6M | +31.9% | +5.8% | +26.1% | +26.8% |
| YTD | +72.1% | +6.8% | +65.3% | +63.8% |
| 1Y | +65.7% | +10.4% | +55.3% | +52.8% |
| 3Y | +97.5% | +104.7% | -7.2% | +20.3% |
| 5Y | -36.7% | +23.6% | -60.2% | -47.7% |
| 10Y | +550.1% | +54.1% | +496.0% | +278.3% |
| All | +805.4% | +69.3% | +736.1% | +473.9% |
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