+198.3%
RBRK vs MLM
-10.2%
+208.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.5% |
| 7D | +4.4% | -2.0% | +6.4% | +5.2% |
| 30D | -6.8% | +9.5% | -16.3% | -10.2% |
| 3M | +14.1% | -4.7% | +18.8% | +16.2% |
| 6M | +82.5% | -10.7% | +93.2% | +88.8% |
| YTD | +44.3% | -16.6% | +60.9% | +51.3% |
| 1Y | +49.3% | -15.4% | +64.6% | +55.2% |
| All | +198.3% | -10.2% | +208.6% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling