+827.7%
MU vs RBRK
+130.1%
+697.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.1% | +5.8% | +3.6% |
| 7D | +7.5% | +1.9% | +5.6% | +6.9% |
| 30D | +19.4% | -9.3% | +28.7% | +21.5% |
| 3M | +9.8% | +23.8% | -14.0% | +1.6% |
| 6M | +164.1% | +55.4% | +108.8% | +126.4% |
| YTD | +260.3% | +16.1% | +244.2% | +235.7% |
| 1Y | +661.2% | -9.8% | +671.0% | +660.0% |
| All | +827.7% | +130.1% | +697.6% | +561.6% |
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