+1,017.5%
MDB vs RMBS
+546.4%
+471.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -4.5% | +3.5% | -8.0% | -5.9% |
| 30D | -14.0% | -8.6% | -5.4% | -11.2% |
| 3M | +5.3% | -40.3% | +45.6% | +26.3% |
| 6M | +31.9% | -1.0% | +32.9% | +14.7% |
| YTD | -14.6% | -4.6% | -10.0% | -25.8% |
| 1Y | +8.2% | +17.6% | -9.3% | -19.6% |
| 3Y | -5.0% | +58.6% | -63.7% | -48.4% |
| 5Y | -24.5% | +270.9% | -295.5% | -77.6% |
| All | +1,017.5% | +546.4% | +471.1% | +92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling