+19.9%
MDT vs RBRK
+62.9%
-43.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.1% | +4.0% | +6.2% |
| 7D | +10.7% | -12.5% | +23.2% | +10.3% |
| 30D | +19.3% | -3.0% | +22.3% | +19.2% |
| 3M | +22.8% | +46.9% | -24.2% | +24.2% |
| 6M | +36.4% | +105.4% | -69.0% | +39.2% |
| YTD | +12.1% | +55.6% | -43.5% | +14.4% |
| 1Y | +19.9% | +63.9% | -44.0% | +23.2% |
| All | +19.9% | +62.9% | -43.0% | +23.2% |
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