+780.3%
MU vs RBRK
+124.5%
+655.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.4% |
| 7D | -4.1% | -7.5% | +3.4% | -2.1% |
| 30D | +7.0% | -10.4% | +17.4% | +9.3% |
| 3M | -2.1% | +21.3% | -23.3% | -9.0% |
| 6M | +133.1% | +50.6% | +82.4% | +101.4% |
| YTD | +241.9% | +13.3% | +228.6% | +220.6% |
| 1Y | +548.8% | +11.2% | +537.5% | +508.6% |
| All | +780.3% | +124.5% | +655.8% | +531.8% |
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