+274.5%
MP vs RMBS
+461.6%
-187.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.4% | +2.1% |
| 7D | +11.0% | +21.9% | -10.9% | +2.5% |
| 30D | -11.7% | -13.4% | +1.7% | -7.4% |
| 3M | -30.8% | -15.9% | -14.9% | -26.9% |
| 6M | -42.9% | -34.8% | -8.1% | -34.4% |
| YTD | -25.9% | -7.5% | -18.3% | -30.9% |
| 1Y | -37.3% | -16.9% | -20.4% | -39.0% |
| 3Y | +150.7% | +35.5% | +115.1% | +68.9% |
| 5Y | -19.3% | +254.2% | -273.5% | -75.9% |
| All | +274.5% | +461.6% | -187.1% | -10.6% |
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 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