-26.7%
RIOT vs MPC
+655.4%
-682.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.1% |
| 7D | +25.1% | +3.9% | +21.3% | +23.2% |
| 30D | +8.5% | +33.8% | -25.3% | -5.3% |
| 3M | -13.4% | +49.9% | -63.2% | -29.0% |
| 6M | +57.1% | +80.9% | -23.8% | +13.8% |
| YTD | +75.7% | +147.4% | -71.7% | +6.1% |
| 1Y | +65.6% | +123.2% | -57.6% | +5.9% |
| 3Y | +103.3% | +171.7% | -68.4% | +12.4% |
| 5Y | -26.7% | +678.6% | -705.3% | -81.8% |
| All | -26.7% | +655.4% | -682.2% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling