+157.3%
MMM vs RMBS
+32.1%
+125.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.1% |
| 7D | -0.8% | +10.3% | -11.1% | -1.8% |
| 30D | +11.7% | -10.7% | +22.4% | +12.5% |
| 3M | +1.0% | -17.2% | +18.2% | +2.2% |
| 6M | +26.0% | -39.0% | +65.1% | +30.4% |
| YTD | +16.3% | -10.5% | +26.8% | +12.1% |
| 1Y | +9.6% | -11.0% | +20.6% | +5.4% |
| 3Y | +157.3% | +31.3% | +126.0% | +120.6% |
| All | +157.3% | +32.1% | +125.3% | +120.6% |
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 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