+181.3%
MCD vs RMBS
+557.5%
-376.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -2.9% | +3.5% | -6.3% | -3.1% |
| 30D | -6.7% | -8.6% | +1.9% | -6.2% |
| 3M | -9.6% | -40.3% | +30.8% | -6.5% |
| 6M | -22.3% | -1.0% | -21.3% | -24.1% |
| YTD | -15.4% | -4.6% | -10.8% | -17.8% |
| 1Y | -16.8% | +17.6% | -34.4% | -21.8% |
| 3Y | -2.4% | +58.6% | -61.0% | -16.3% |
| 5Y | +19.4% | +270.9% | -251.6% | -18.1% |
| 10Y | +181.3% | +569.1% | -387.8% | +57.5% |
| All | +181.3% | +557.5% | -376.2% | +57.5% |
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