+2,000.2%
MCD vs RMBS
+1,259.8%
+740.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.3% | -6.6% | +1.4% |
| 7D | +5.9% | -3.9% | +9.8% | +6.0% |
| 30D | +19.6% | -24.9% | +44.5% | +20.9% |
| 3M | +3.3% | -20.5% | +23.7% | +4.0% |
| 6M | +3.5% | -37.5% | +41.0% | +4.8% |
| YTD | -6.1% | -12.1% | +6.0% | -7.1% |
| 1Y | -3.7% | -25.0% | +21.3% | -4.1% |
| 3Y | +13.4% | +36.1% | -22.7% | +7.7% |
| 5Y | +25.2% | +236.1% | -211.0% | +12.6% |
| 10Y | +211.3% | +541.3% | -330.0% | +169.0% |
| All | +2,000.2% | +1,259.8% | +740.4% | +1,349.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling