-17.3%
MCD vs RBRK
+6.4%
-23.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.5% |
| 7D | -2.8% | +0.7% | -3.5% | -2.8% |
| 30D | -6.0% | +10.4% | -16.5% | -5.9% |
| 3M | -5.6% | +21.6% | -27.2% | -5.3% |
| 6M | -21.9% | +70.7% | -92.6% | -20.8% |
| YTD | -14.7% | +22.5% | -37.2% | -13.5% |
| 1Y | -17.3% | +8.2% | -25.5% | -16.4% |
| All | -17.3% | +6.4% | -23.7% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling