-2.6%
MCD vs RBRK
+124.5%
-127.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | -1.2% | -7.5% | +6.3% | -1.3% |
| 30D | -7.8% | -10.4% | +2.7% | -7.8% |
| 3M | -10.7% | +21.3% | -32.0% | -10.8% |
| 6M | -21.3% | +50.6% | -71.9% | -21.4% |
| YTD | -15.8% | +13.3% | -29.1% | -15.6% |
| 1Y | -16.0% | +11.2% | -27.3% | -15.9% |
| All | -2.6% | +124.5% | -127.1% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling