+55.8%
RBRK vs MLM
-16.0%
+71.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.4% |
| 7D | +3.9% | -0.9% | +4.8% | +4.0% |
| 30D | -3.5% | +9.0% | -12.6% | -3.9% |
| 3M | +4.6% | -5.6% | +10.1% | +5.4% |
| 6M | +84.7% | -10.7% | +95.4% | +84.8% |
| YTD | +43.7% | -17.2% | +60.8% | +41.5% |
| 1Y | +55.8% | -14.2% | +70.1% | +50.2% |
| All | +55.8% | -16.0% | +71.8% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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