-14.3%
MTZ vs RBRK
+62.9%
-77.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +2.1% | -17.5% | -15.4% |
| 7D | -7.4% | -12.5% | +5.1% | -7.1% |
| 30D | -23.6% | -3.0% | -20.6% | -23.6% |
| 3M | -38.3% | +46.9% | -85.2% | -39.0% |
| 6M | -60.6% | +105.4% | -166.0% | -61.8% |
| YTD | -22.9% | +55.6% | -78.5% | -21.8% |
| 1Y | -14.3% | +63.9% | -78.2% | -12.1% |
| All | -14.3% | +62.9% | -77.2% | -12.1% |
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