+120.9%
MPC vs RBRK
+6.4%
+114.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +5.4% | +0.7% | +4.8% | +5.4% |
| 30D | +31.0% | +10.4% | +20.5% | +30.0% |
| 3M | +46.0% | +21.6% | +24.4% | +44.1% |
| 6M | +77.3% | +70.7% | +6.6% | +71.1% |
| YTD | +141.9% | +22.5% | +119.4% | +133.8% |
| 1Y | +120.9% | +8.2% | +112.7% | +115.8% |
| All | +120.9% | +6.4% | +114.5% | +115.8% |
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 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