+2,396.1%
MUU vs RBRK
+143.3%
+2,252.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | +0.3% |
| 7D | -8.2% | -7.5% | -0.7% | -4.4% |
| 30D | +10.2% | -10.4% | +20.6% | +14.6% |
| 3M | -26.5% | +21.3% | -47.8% | -37.3% |
| 6M | +227.2% | +50.6% | +176.6% | +141.1% |
| YTD | +527.4% | +13.3% | +514.1% | +446.1% |
| 1Y | +1,843.7% | +11.2% | +1,832.4% | +1,629.0% |
| All | +2,396.1% | +143.3% | +2,252.8% | +854.8% |
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 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