+650.9%
RIOT vs MPWR
+2,272.4%
-1,621.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +4.0% |
| 7D | +29.0% | +2.2% | +26.8% | +24.9% |
| 30D | +7.1% | -2.1% | +9.1% | +7.8% |
| 3M | -6.8% | -1.6% | -5.2% | -6.7% |
| 6M | -24.9% | -14.9% | -10.0% | -18.9% |
| YTD | +42.7% | +50.5% | -7.8% | +1.6% |
| 1Y | +4.4% | +40.0% | -35.6% | -21.6% |
| 3Y | +74.5% | +175.0% | -100.4% | -32.3% |
| 5Y | -50.5% | +162.0% | -212.4% | -80.4% |
| 10Y | +685.8% | +1,791.8% | -1,106.0% | +82.8% |
| All | +650.9% | +2,272.4% | -1,621.5% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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