+185.7%
MTZ vs RBRK
+137.4%
+48.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.2% | +6.0% | +4.1% |
| 7D | +3.6% | +3.7% | -0.1% | +2.9% |
| 30D | -9.6% | +1.7% | -11.4% | -10.2% |
| 3M | -31.9% | +27.7% | -59.7% | -35.0% |
| 6M | -13.8% | +60.3% | -74.1% | -22.0% |
| YTD | +13.3% | +19.8% | -6.6% | +8.3% |
| 1Y | +39.3% | -4.2% | +43.4% | +37.6% |
| All | +185.7% | +137.4% | +48.3% | +134.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling