+565.7%
RIOT vs MP
+257.7%
+308.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +4.9% | +8.3% | +10.8% |
| 7D | +30.4% | -10.5% | +41.0% | +37.6% |
| 30D | -9.9% | -23.5% | +13.7% | +3.0% |
| 3M | -21.2% | -25.4% | +4.2% | -10.7% |
| 6M | -29.5% | -51.3% | +21.8% | -2.2% |
| YTD | +31.9% | -29.9% | +61.8% | +54.8% |
| 1Y | -3.6% | -31.8% | +28.2% | +13.1% |
| 3Y | +51.8% | +127.0% | -75.2% | -36.2% |
| 5Y | -46.9% | -3.3% | -43.7% | -61.1% |
| All | +565.7% | +257.7% | +308.1% | +222.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling