-15.0%
MP vs RBRK
+6.4%
-21.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.0% |
| 7D | -2.9% | +0.7% | -3.5% | -3.1% |
| 30D | +13.8% | +10.4% | +3.4% | +10.5% |
| 3M | -16.7% | +21.6% | -38.3% | -21.3% |
| 6M | -11.5% | +70.7% | -82.2% | -23.4% |
| YTD | +7.9% | +22.5% | -14.5% | -2.4% |
| 1Y | -15.0% | +8.2% | -23.3% | -22.6% |
| All | -15.0% | +6.4% | -21.5% | -22.6% |
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