-3.5%
MCD vs RMBS
-27.4%
+23.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.3% | -6.6% | +2.2% |
| 7D | +5.9% | -3.9% | +9.8% | +5.8% |
| 30D | +19.6% | -24.9% | +44.5% | +18.2% |
| 3M | +3.3% | -20.5% | +23.7% | +2.5% |
| 6M | +3.5% | -37.5% | +41.0% | +1.8% |
| YTD | -6.1% | -12.1% | +6.0% | -5.1% |
| All | -3.5% | -27.4% | +23.9% | -3.8% |
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