+2.1%
MDB vs RBRK
+130.3%
-128.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -2.8% | -3.5% | +0.8% | -1.2% |
| 30D | -14.9% | -8.3% | -6.6% | -12.0% |
| 3M | +7.3% | +24.7% | -17.3% | -4.3% |
| 6M | +38.2% | +58.9% | -20.7% | +10.6% |
| YTD | -10.9% | +16.3% | -27.2% | -19.3% |
| 1Y | +11.6% | +10.1% | +1.5% | +1.9% |
| All | +2.1% | +130.3% | -128.2% | -32.6% |
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