+303.5%
MXL vs RBRK
+6.4%
+297.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.9% | +5.2% |
| 7D | +1.6% | +0.7% | +1.0% | +1.5% |
| 30D | -7.0% | +10.4% | -17.4% | -9.9% |
| 3M | -33.4% | +21.6% | -55.1% | -37.0% |
| 6M | +260.2% | +70.7% | +189.4% | +201.9% |
| YTD | +260.0% | +22.5% | +237.5% | +228.8% |
| 1Y | +303.5% | +8.2% | +295.2% | +277.4% |
| All | +303.5% | +6.4% | +297.0% | +277.4% |
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