+179.0%
MTZ vs RBRK
+124.5%
+54.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.1% | +3.9% |
| 7D | +1.4% | -7.5% | +8.9% | +2.6% |
| 30D | -14.5% | -10.4% | -4.1% | -13.2% |
| 3M | -32.9% | +21.3% | -54.2% | -35.5% |
| 6M | -20.8% | +50.6% | -71.5% | -27.6% |
| YTD | +10.6% | +13.3% | -2.7% | +6.7% |
| 1Y | +27.1% | +11.2% | +15.8% | +22.2% |
| All | +179.0% | +124.5% | +54.5% | +131.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling