+8.0%
MMM vs RMBS
+13.1%
-5.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.8% |
| 7D | -3.2% | +1.2% | -4.4% | -3.3% |
| 30D | -10.7% | -11.5% | +0.8% | -10.1% |
| 3M | +4.3% | -38.2% | +42.5% | +6.9% |
| 6M | +5.9% | -4.8% | +10.7% | +3.9% |
| YTD | +3.2% | -7.1% | +10.3% | +0.3% |
| 1Y | +8.0% | +10.7% | -2.7% | +2.6% |
| All | +8.0% | +13.1% | -5.1% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling