-58.4%
RIOT vs MP
-13.0%
-45.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -3.4% |
| 7D | +4.8% | +9.5% | -4.6% | +0.3% |
| 30D | +16.0% | -3.0% | +19.0% | +17.6% |
| 3M | -8.8% | -30.4% | +21.6% | +7.0% |
| 6M | -29.7% | -39.2% | +9.5% | -13.3% |
| YTD | +38.3% | -23.3% | +61.6% | +54.7% |
| 1Y | +26.2% | -32.6% | +58.9% | +48.5% |
| 3Y | +79.0% | +159.3% | -80.3% | -33.5% |
| All | -58.4% | -13.0% | -45.4% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 5y: compounded portfolio wealth divided by compounded MP 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…
5y analysis · Full analysis span regression · 6 months rolling