+30.0%
MTZ vs RBRK
+6.4%
+23.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.5% | +2.1% |
| 7D | -1.6% | +0.7% | -2.2% | -1.6% |
| 30D | -11.1% | +10.4% | -21.5% | -10.9% |
| 3M | -36.7% | +21.6% | -58.4% | -36.5% |
| 6M | -21.9% | +70.7% | -92.7% | -22.1% |
| YTD | +9.1% | +22.5% | -13.4% | +9.5% |
| 1Y | +30.0% | +8.2% | +21.7% | +28.2% |
| All | +30.0% | +6.4% | +23.5% | +28.2% |
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