+106.5%
MPC vs RBRK
+130.3%
-23.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +1.2% | -3.5% | +4.7% | +1.5% |
| 30D | +17.0% | -8.3% | +25.2% | +17.6% |
| 3M | +49.5% | +24.7% | +24.8% | +45.5% |
| 6M | +83.5% | +58.9% | +24.6% | +73.5% |
| YTD | +144.1% | +16.3% | +127.8% | +137.0% |
| 1Y | +119.6% | +10.1% | +109.4% | +113.6% |
| All | +106.5% | +130.3% | -23.8% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling