-20.7%
MDLN vs RMBS
-8.6%
-12.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.5% |
| 7D | -11.1% | +1.8% | -12.9% | -11.0% |
| 30D | -8.4% | -13.9% | +5.5% | -8.7% |
| 3M | -12.4% | -39.8% | +27.4% | -13.8% |
| 6M | -23.3% | -6.0% | -17.3% | -25.9% |
| YTD | -22.5% | -5.4% | -17.2% | -25.0% |
| All | -20.7% | -8.6% | -12.1% | -23.1% |
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 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