-10.1%
MDB vs RMBS
+36.5%
-46.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | +11.6% | +21.9% | -10.4% | +5.6% |
| 30D | -8.9% | -13.4% | +4.5% | -5.5% |
| 3M | -22.4% | -15.9% | -6.5% | -19.2% |
| 6M | +10.1% | -34.8% | +44.8% | +18.7% |
| YTD | -19.0% | -7.5% | -11.5% | -25.9% |
| 1Y | -7.0% | -16.9% | +9.9% | -12.1% |
| All | -10.1% | +36.5% | -46.6% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling