+108.4%
MPC vs RBRK
+124.5%
-16.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.1% |
| 7D | +1.8% | -7.5% | +9.3% | +2.5% |
| 30D | +14.0% | -10.4% | +24.4% | +14.8% |
| 3M | +52.2% | +21.3% | +30.9% | +48.5% |
| 6M | +75.8% | +50.6% | +25.1% | +67.0% |
| YTD | +146.3% | +13.3% | +133.0% | +139.7% |
| 1Y | +120.8% | +11.2% | +109.6% | +114.4% |
| All | +108.4% | +124.5% | -16.1% | +84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling