+22.9%
MCK vs RBRK
+5.6%
+17.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | -0.1% |
| 7D | -2.9% | -7.5% | +4.6% | -3.5% |
| 30D | +0.4% | -10.4% | +10.8% | -0.2% |
| 3M | +12.1% | +21.3% | -9.2% | +14.3% |
| 6M | -5.4% | +50.6% | -56.1% | -2.1% |
| YTD | +7.8% | +13.3% | -5.5% | +11.0% |
| 1Y | +22.9% | +11.2% | +11.7% | +26.8% |
| All | +22.9% | +5.6% | +17.4% | +26.8% |
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