+89.1%
MMM vs RBRK
+130.1%
-41.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.7% |
| 7D | -2.6% | +1.9% | -4.5% | -2.7% |
| 30D | -9.3% | -9.3% | 0.0% | -8.8% |
| 3M | +5.6% | +23.8% | -18.2% | +3.5% |
| 6M | +9.5% | +55.4% | -45.9% | +4.8% |
| YTD | +4.1% | +16.1% | -12.0% | +2.2% |
| 1Y | +9.4% | -9.8% | +19.2% | +9.6% |
| All | +89.1% | +130.1% | -41.0% | +71.8% |
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