+297.0%
MXL vs RBRK
+62.9%
+234.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.1% | -13.3% | -11.5% |
| 7D | -24.3% | -12.5% | -11.8% | -22.6% |
| 30D | -46.1% | -3.0% | -43.1% | -45.6% |
| 3M | -21.8% | +46.9% | -68.7% | -26.4% |
| 6M | -27.2% | +105.4% | -132.6% | -37.8% |
| YTD | +226.2% | +55.6% | +170.6% | +194.3% |
| 1Y | +297.0% | +63.9% | +233.1% | +266.2% |
| All | +297.0% | +62.9% | +234.1% | +266.2% |
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