-40.1%
MDB vs RMBS
+249.7%
-289.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.7% |
| 7D | +11.6% | +21.9% | -10.4% | +3.5% |
| 30D | -8.9% | -13.4% | +4.5% | -4.2% |
| 3M | -22.4% | -15.9% | -6.5% | -18.1% |
| 6M | +10.1% | -34.8% | +44.8% | +21.7% |
| YTD | -19.0% | -7.5% | -11.5% | -28.7% |
| 1Y | -7.0% | -16.9% | +9.9% | -14.5% |
| 3Y | -9.8% | +35.5% | -45.4% | -45.3% |
| 5Y | -40.1% | +254.2% | -294.2% | -88.5% |
| All | -40.1% | +249.7% | -289.7% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling