-18.0%
MDT vs RMBS
+267.8%
-285.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -0.3% | +3.5% | -3.8% | -0.4% |
| 30D | +2.8% | -8.6% | +11.4% | +3.0% |
| 3M | +13.1% | -40.3% | +53.4% | +15.2% |
| 6M | +2.3% | -1.0% | +3.3% | +0.7% |
| YTD | -2.7% | -4.6% | +1.9% | -4.5% |
| 1Y | +0.9% | +17.6% | -16.7% | -3.2% |
| 3Y | +26.8% | +58.6% | -31.8% | +14.6% |
| All | -18.0% | +267.8% | -285.9% | -40.8% |
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 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