+1,049.8%
MDB vs RMBS
+530.2%
+519.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.6% |
| 7D | -17.4% | -0.3% | -17.1% | -17.3% |
| 30D | -2.0% | -12.2% | +10.1% | +2.8% |
| 3M | -3.0% | -49.5% | +46.5% | +24.8% |
| 6M | +48.7% | -7.1% | +55.8% | +33.1% |
| YTD | -12.1% | -7.0% | -5.1% | -22.8% |
| 1Y | +14.5% | +13.3% | +1.2% | -13.6% |
| 3Y | -6.1% | +49.2% | -55.4% | -47.3% |
| 5Y | -27.3% | +250.0% | -277.3% | -77.7% |
| All | +1,049.8% | +530.2% | +519.6% | +99.8% |
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