+37.0%
MDT vs RMBS
+566.4%
-529.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | -3.4% | +1.8% | -5.2% | -3.6% |
| 30D | +0.2% | -13.9% | +14.1% | +1.7% |
| 3M | +14.3% | -39.8% | +54.1% | +19.7% |
| 6M | +4.0% | -6.0% | +10.0% | +1.2% |
| YTD | -3.7% | -5.4% | +1.7% | -7.4% |
| 1Y | -0.4% | -1.8% | +1.5% | -6.0% |
| 3Y | +23.3% | +53.7% | -30.3% | +1.0% |
| 5Y | -18.9% | +268.5% | -287.4% | -50.3% |
| All | +37.0% | +566.4% | -529.4% | -34.2% |
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