-2.4%
MCD vs RBRK
+130.3%
-132.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.5% | -3.5% | +1.0% | -2.5% |
| 30D | -7.0% | -8.3% | +1.2% | -7.1% |
| 3M | -9.8% | +24.7% | -34.5% | -9.9% |
| 6M | -21.8% | +58.9% | -80.7% | -21.9% |
| YTD | -15.6% | +16.3% | -31.8% | -15.4% |
| 1Y | -15.2% | +10.1% | -25.3% | -15.0% |
| All | -2.4% | +130.3% | -132.8% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling