+4.7%
MDT vs RBRK
+6.4%
-1.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | +1.2% |
| 7D | +3.2% | +0.7% | +2.6% | +3.2% |
| 30D | +9.5% | +10.4% | -0.9% | +9.8% |
| 3M | +16.0% | +21.6% | -5.7% | +16.6% |
| 6M | +0.2% | +70.7% | -70.5% | +1.0% |
| YTD | -0.3% | +22.5% | -22.8% | +1.0% |
| 1Y | +4.7% | +8.2% | -3.5% | +6.5% |
| All | +4.7% | +6.4% | -1.7% | +6.5% |
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