+264.6%
MP vs RMBS
+433.8%
-169.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.4% | -5.4% | -0.3% |
| 7D | -3.6% | -8.4% | +4.8% | -0.7% |
| 30D | -21.0% | -24.9% | +3.9% | -12.3% |
| 3M | -33.3% | -15.8% | -17.5% | -29.7% |
| 6M | -45.9% | -37.5% | -8.4% | -36.8% |
| YTD | -27.8% | -12.1% | -15.7% | -31.4% |
| 1Y | -43.2% | -27.0% | -16.2% | -41.8% |
| 3Y | +144.0% | +28.8% | +115.2% | +67.7% |
| 5Y | -6.1% | +236.2% | -242.3% | -71.4% |
| All | +264.6% | +433.8% | -169.2% | -11.2% |
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