-32.1%
RIOT vs MP
+58.1%
-90.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.4% |
| 7D | +14.8% | -2.9% | +17.6% | +16.4% |
| 30D | +1.4% | +13.8% | -12.4% | -6.2% |
| 3M | -20.6% | -16.7% | -3.9% | -14.4% |
| 6M | +31.9% | -11.5% | +43.4% | +36.3% |
| YTD | +72.1% | +7.9% | +64.1% | +64.2% |
| 1Y | +65.7% | -15.0% | +80.7% | +66.7% |
| 3Y | +97.5% | +153.5% | -56.0% | -19.6% |
| All | -32.1% | +58.1% | -90.2% | -60.0% |
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