+685.8%
RIOT vs MPC
+1,105.8%
-419.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +29.0% | -8.8% | +37.8% | +33.9% |
| 30D | +7.1% | -14.4% | +21.5% | +13.7% |
| 3M | -6.8% | +21.9% | -28.7% | -17.8% |
| 6M | -24.9% | +60.1% | -85.0% | -43.3% |
| YTD | +42.7% | +142.3% | -99.6% | -15.6% |
| 1Y | +4.4% | +101.7% | -97.3% | -32.1% |
| 3Y | +74.5% | +184.8% | -110.3% | -7.5% |
| 5Y | -50.5% | +564.6% | -615.1% | -83.6% |
| 10Y | +685.8% | +1,098.3% | -412.5% | +129.9% |
| All | +685.8% | +1,105.8% | -419.9% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling