+140.1%
RBRK vs MLM
-12.7%
+152.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.3% |
| 7D | +1.9% | -2.7% | +4.6% | +3.0% |
| 30D | -9.3% | -8.3% | -1.0% | -6.0% |
| 3M | +23.8% | -12.0% | +35.8% | +29.2% |
| 6M | +55.4% | -17.6% | +73.0% | +66.0% |
| YTD | +16.1% | -18.9% | +35.0% | +23.4% |
| 1Y | -9.8% | -17.6% | +7.8% | -5.5% |
| All | +140.1% | -12.7% | +152.8% | +132.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling