-2.3%
MCD vs RBRK
+130.1%
-132.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.9% |
| 7D | -2.9% | +1.9% | -4.7% | -2.9% |
| 30D | -6.7% | -9.3% | +2.5% | -6.8% |
| 3M | -9.6% | +23.8% | -33.4% | -9.6% |
| 6M | -22.3% | +55.4% | -77.7% | -22.4% |
| YTD | -15.4% | +16.1% | -31.6% | -15.3% |
| 1Y | -16.8% | -9.8% | -7.0% | -16.4% |
| All | -2.3% | +130.1% | -132.4% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling