+802.2%
MDT vs RMBS
+1,363.4%
-561.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.0% |
| 7D | +0.4% | +3.0% | -2.6% | +0.2% |
| 30D | +6.0% | -14.4% | +20.4% | +6.9% |
| 3M | +15.5% | -42.8% | +58.4% | +18.8% |
| 6M | +3.4% | -1.4% | +4.8% | +2.1% |
| YTD | -2.2% | -5.4% | +3.3% | -3.5% |
| 1Y | +2.6% | +18.6% | -16.0% | -0.8% |
| 3Y | +27.5% | +57.3% | -29.7% | +18.6% |
| 5Y | -20.1% | +265.7% | -285.8% | -30.2% |
| 10Y | +39.1% | +546.0% | -507.0% | +16.1% |
| All | +802.2% | +1,363.4% | -561.2% | +480.9% |
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