+260.6%
MXL vs RBRK
+124.5%
+136.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.5% | +10.1% | +8.4% |
| 7D | +18.9% | -7.5% | +26.3% | +21.7% |
| 30D | +0.3% | -10.4% | +10.7% | +2.8% |
| 3M | -8.0% | +21.3% | -29.3% | -16.2% |
| 6M | +341.2% | +50.6% | +290.6% | +260.6% |
| YTD | +327.8% | +13.3% | +314.5% | +286.1% |
| 1Y | +364.9% | +11.2% | +353.7% | +319.0% |
| All | +260.6% | +124.5% | +136.1% | +135.6% |
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