-9.3%
MCD vs RMBS
-18.4%
+9.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.8% |
| 7D | -1.6% | +10.3% | -12.0% | -1.2% |
| 30D | +14.1% | -10.7% | +24.9% | +13.7% |
| 3M | +0.6% | -17.2% | +17.8% | +0.1% |
| 6M | 0.0% | -39.0% | +39.0% | -1.5% |
| YTD | -9.3% | -10.5% | +1.2% | -8.5% |
| 1Y | -9.3% | -11.0% | +1.7% | -8.4% |
| All | -9.3% | -18.4% | +9.1% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling