+805.4%
RIOT vs MPWR
+2,035.5%
-1,230.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.5% |
| 7D | +14.8% | -2.6% | +17.4% | +17.1% |
| 30D | +1.4% | -9.0% | +10.4% | +8.8% |
| 3M | -20.6% | -25.8% | +5.2% | -3.4% |
| 6M | +31.9% | +11.8% | +20.1% | +18.6% |
| YTD | +72.1% | +35.5% | +36.6% | +34.1% |
| 1Y | +65.7% | +45.3% | +20.3% | +22.4% |
| 3Y | +97.5% | +138.5% | -41.0% | -14.4% |
| 5Y | -36.7% | +152.8% | -189.4% | -73.8% |
| 10Y | +550.1% | +1,616.6% | -1,066.4% | +65.1% |
| All | +805.4% | +2,035.5% | -1,230.1% | +152.7% |
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