+153.2%
RBRK vs MLM
-10.7%
+163.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +1.2% |
| 7D | +0.7% | -2.9% | +3.6% | +1.9% |
| 30D | +10.4% | -6.8% | +17.3% | +13.7% |
| 3M | +21.6% | -11.2% | +32.9% | +26.6% |
| 6M | +70.7% | -21.8% | +92.6% | +88.3% |
| YTD | +22.5% | -17.0% | +39.4% | +28.9% |
| 1Y | +8.2% | -16.4% | +24.6% | +12.9% |
| All | +153.2% | -10.7% | +163.8% | +143.1% |
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