+46.2%
RBRK vs MKC
-18.8%
+65.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.8% | -10.3% | -11.4% |
| 7D | -20.9% | +7.0% | -27.8% | -19.3% |
| 30D | -15.9% | +11.4% | -27.4% | -13.4% |
| 3M | +24.7% | -3.7% | +28.4% | +24.1% |
| 6M | +85.1% | +5.3% | +79.8% | +89.7% |
| YTD | +38.3% | -24.4% | +62.6% | +26.9% |
| 1Y | +46.2% | -19.7% | +65.8% | +41.2% |
| All | +46.2% | -18.8% | +65.0% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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