-10.8%
MDLN vs RBRK
+20.9%
-31.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | +0.1% |
| 7D | +3.7% | +0.7% | +3.0% | +3.7% |
| 30D | -0.2% | +10.4% | -10.7% | +0.1% |
| 3M | +6.2% | +21.6% | -15.4% | +6.5% |
| 6M | -14.7% | +70.7% | -85.4% | -14.8% |
| YTD | -12.9% | +22.5% | -35.4% | -13.4% |
| All | -10.8% | +20.9% | -31.6% | -11.6% |
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 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