+237.5%
MUU vs RBRK
+46.1%
+191.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.4% | -11.1% | -23.2% | -30.2% |
| 7D | -53.2% | -20.9% | -32.4% | -48.5% |
| 30D | -64.1% | -15.9% | -48.1% | -61.0% |
| 3M | -54.1% | +24.7% | -78.7% | -55.5% |
| 6M | -37.7% | +85.1% | -122.7% | -46.1% |
| YTD | +153.4% | +38.3% | +115.1% | +169.5% |
| 1Y | +237.5% | +46.2% | +191.3% | +264.4% |
| All | +237.5% | +46.1% | +191.4% | +264.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling