+134.2%
RBRK vs MKC
-28.2%
+162.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -2.5% |
| 7D | -7.5% | -1.5% | -6.0% | -7.7% |
| 30D | -10.4% | -3.1% | -7.3% | -10.7% |
| 3M | +21.3% | +5.2% | +16.1% | +22.3% |
| 6M | +50.6% | -12.8% | +63.5% | +48.9% |
| YTD | +13.3% | -23.3% | +36.6% | +11.0% |
| 1Y | +11.2% | -24.1% | +35.4% | +9.5% |
| All | +134.2% | -28.2% | +162.4% | +106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling