-34.6%
MP vs RBRK
+62.9%
-97.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.1% | -7.2% | -5.7% |
| 7D | -12.5% | -12.5% | 0.0% | -9.4% |
| 30D | -23.3% | -3.0% | -20.3% | -22.8% |
| 3M | -24.4% | +46.9% | -71.3% | -32.5% |
| 6M | -45.8% | +105.4% | -151.2% | -56.1% |
| YTD | -28.9% | +55.6% | -84.5% | -40.5% |
| 1Y | -34.6% | +63.9% | -98.5% | -43.7% |
| All | -34.6% | +62.9% | -97.5% | -43.7% |
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