+45.0%
RIOT vs MULL
+2,366.2%
-2,321.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -9.3% | +4.3% | -2.4% |
| 7D | -0.9% | +3.6% | -4.5% | -2.2% |
| 30D | +3.5% | +22.0% | -18.5% | -3.3% |
| 3M | -13.0% | -8.6% | -4.4% | -19.3% |
| 6M | +43.1% | +248.5% | -205.4% | -19.7% |
| YTD | +65.4% | +516.3% | -450.9% | -24.8% |
| 1Y | +27.7% | +2,036.6% | -2,008.9% | -63.3% |
| All | +45.0% | +2,366.2% | -2,321.2% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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