+76.3%
MTUM vs RBRK
+124.5%
-48.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.6% |
| 7D | +0.7% | -7.5% | +8.2% | +1.8% |
| 30D | -2.4% | -10.4% | +8.0% | -1.3% |
| 3M | -3.6% | +21.3% | -24.9% | -7.1% |
| 6M | +23.7% | +50.6% | -27.0% | +14.5% |
| YTD | +22.9% | +13.3% | +9.6% | +18.6% |
| 1Y | +21.8% | +11.2% | +10.5% | +17.0% |
| All | +76.3% | +124.5% | -48.2% | +46.6% |
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