+594.0%
RIOT vs MPC
+1,302.0%
-708.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -1.2% | +14.4% | +13.8% |
| 7D | +30.4% | -16.2% | +46.6% | +40.8% |
| 30D | -9.9% | -15.7% | +5.8% | -3.9% |
| 3M | -21.2% | +24.9% | -46.1% | -31.7% |
| 6M | -29.5% | +52.7% | -82.1% | -45.6% |
| YTD | +31.9% | +131.9% | -100.0% | -20.4% |
| 1Y | -3.6% | +96.6% | -100.3% | -36.7% |
| 3Y | +51.8% | +163.8% | -112.0% | -16.5% |
| 5Y | -46.9% | +533.1% | -580.1% | -82.0% |
| 10Y | +677.5% | +1,118.6% | -441.1% | +88.8% |
| All | +594.0% | +1,302.0% | -708.0% | +65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling