+109.3%
MPC vs RBRK
+137.4%
-28.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +2.5% |
| 7D | +3.9% | +3.7% | +0.2% | +3.5% |
| 30D | +33.8% | +1.7% | +32.0% | +33.1% |
| 3M | +49.9% | +27.7% | +22.1% | +45.6% |
| 6M | +80.9% | +60.3% | +20.7% | +70.9% |
| YTD | +147.4% | +19.8% | +127.6% | +139.6% |
| 1Y | +123.2% | -4.2% | +127.4% | +120.5% |
| All | +109.3% | +137.4% | -28.0% | +84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling