+2,005.7%
MCD vs RMBS
+1,260.2%
+745.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +7.3% | -8.4% | +15.7% | +7.6% |
| 30D | +20.0% | -24.9% | +44.8% | +21.2% |
| 3M | +3.8% | -15.8% | +19.6% | +4.3% |
| 6M | +3.8% | -37.5% | +41.3% | +5.1% |
| YTD | -5.9% | -12.1% | +6.2% | -6.9% |
| 1Y | -3.2% | -27.0% | +23.7% | -3.5% |
| 3Y | +13.3% | +28.8% | -15.5% | +7.9% |
| 5Y | +25.2% | +236.2% | -211.0% | +12.7% |
| 10Y | +213.3% | +546.6% | -333.3% | +170.7% |
| All | +2,005.7% | +1,260.2% | +745.5% | +1,353.6% |
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 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