+1,065.8%
MDB vs RMBS
+529.4%
+536.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +5.4% |
| 7D | -2.8% | +1.2% | -3.9% | -3.4% |
| 30D | -14.9% | -11.5% | -3.4% | -11.0% |
| 3M | +7.3% | -38.2% | +45.6% | +26.9% |
| 6M | +38.2% | -4.8% | +42.9% | +22.2% |
| YTD | -10.9% | -7.1% | -3.8% | -21.8% |
| 1Y | +11.6% | +10.7% | +1.0% | -14.7% |
| 3Y | -0.9% | +54.5% | -55.4% | -45.6% |
| 5Y | -23.5% | +261.7% | -285.2% | -77.0% |
| All | +1,065.8% | +529.4% | +536.4% | +102.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling