-14.1%
MCHP vs RBRK
+124.5%
-138.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +4.2% |
| 7D | 0.0% | -7.5% | +7.5% | +1.6% |
| 30D | -6.0% | -10.4% | +4.4% | -4.3% |
| 3M | -19.7% | +21.3% | -41.0% | -23.8% |
| 6M | +14.0% | +50.6% | -36.6% | +1.6% |
| YTD | +18.4% | +13.3% | +5.1% | +12.7% |
| 1Y | +17.1% | +11.2% | +5.9% | +10.9% |
| All | -14.1% | +124.5% | -138.6% | -35.6% |
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