+23.0%
MMM vs RBRK
+62.9%
-39.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.1% | +7.4% | +9.6% |
| 7D | +12.2% | -12.5% | +24.7% | +12.0% |
| 30D | +18.8% | -3.0% | +21.9% | +18.8% |
| 3M | +7.4% | +46.9% | -39.6% | +8.2% |
| 6M | +38.3% | +105.4% | -67.1% | +39.2% |
| YTD | +22.9% | +55.6% | -32.7% | +22.8% |
| 1Y | +23.0% | +63.9% | -40.9% | +23.6% |
| All | +23.0% | +62.9% | -39.9% | +23.6% |
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