+195.2%
MCD vs RMBS
+555.1%
-359.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | -1.6% | +21.9% | -23.5% | -2.9% |
| 30D | +16.0% | -13.4% | +29.5% | +16.8% |
| 3M | 0.0% | -15.9% | +15.8% | +0.6% |
| 6M | +0.9% | -34.8% | +35.7% | +2.6% |
| YTD | -8.7% | -7.5% | -1.2% | -11.5% |
| 1Y | -8.6% | -16.9% | +8.3% | -10.6% |
| 3Y | +9.9% | +35.5% | -25.7% | -3.4% |
| 5Y | +22.6% | +254.2% | -231.5% | -16.0% |
| All | +195.2% | +555.1% | -359.9% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling