+2,890.8%
MCK vs RMBS
+1,364.8%
+1,526.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | -2.9% | +1.8% | -4.7% | -3.0% |
| 30D | +0.4% | -13.9% | +14.3% | +1.2% |
| 3M | +12.1% | -39.8% | +51.9% | +14.8% |
| 6M | -5.4% | -6.0% | +0.6% | -6.6% |
| YTD | +7.8% | -5.4% | +13.1% | +6.0% |
| 1Y | +22.9% | -1.8% | +24.8% | +20.0% |
| 3Y | +110.7% | +53.7% | +57.1% | +95.1% |
| 5Y | +346.2% | +268.5% | +77.7% | +285.1% |
| 10Y | +440.1% | +563.9% | -123.7% | +343.7% |
| All | +2,890.8% | +1,364.8% | +1,526.1% | +1,940.8% |
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 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