+27.6%
MCK vs RMBS
-18.2%
+45.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -6.0% | +13.0% | +6.4% |
| 7D | +11.3% | -8.9% | +20.3% | +10.5% |
| 30D | +16.8% | -24.8% | +41.7% | +14.0% |
| 3M | +28.9% | -17.6% | +46.5% | +27.3% |
| 6M | +32.7% | -25.7% | +58.3% | +30.0% |
| YTD | +30.8% | -9.8% | +40.5% | +27.6% |
| 1Y | +27.6% | -17.4% | +44.9% | +24.5% |
| All | +27.6% | -18.2% | +45.8% | +24.5% |
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