+20.4%
MCD vs RMBS
+260.2%
-239.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | 0.0% |
| 7D | -2.0% | +3.0% | -5.0% | -2.1% |
| 30D | -6.1% | -14.4% | +8.3% | -6.0% |
| 3M | -7.3% | -42.8% | +35.6% | -6.6% |
| 6M | -20.9% | -1.4% | -19.5% | -21.6% |
| YTD | -14.7% | -5.4% | -9.2% | -15.5% |
| 1Y | -16.1% | +18.6% | -34.7% | -18.0% |
| 3Y | -1.5% | +57.3% | -58.8% | -7.3% |
| 5Y | +20.4% | +265.7% | -245.3% | -1.6% |
| All | +20.4% | +260.2% | -239.8% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling