+169.4%
MTZ vs RBRK
+130.3%
+39.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | 0.0% | -3.5% | +3.5% | +0.5% |
| 30D | -14.8% | -8.3% | -6.6% | -13.9% |
| 3M | -30.8% | +24.7% | -55.5% | -33.7% |
| 6M | -22.6% | +58.9% | -81.5% | -29.9% |
| YTD | +6.8% | +16.3% | -9.4% | +2.6% |
| 1Y | +22.1% | +10.1% | +12.0% | +17.9% |
| All | +169.4% | +130.3% | +39.1% | +122.7% |
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