+58.1%
MP vs RMBS
+250.7%
-192.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.9% |
| 7D | -2.9% | -0.3% | -2.5% | -2.7% |
| 30D | +13.8% | -12.2% | +26.0% | +19.1% |
| 3M | -16.7% | -49.5% | +32.8% | +6.1% |
| 6M | -11.5% | -7.1% | -4.3% | -13.4% |
| YTD | +7.9% | -7.0% | +14.9% | +2.2% |
| 1Y | -15.0% | +13.3% | -28.4% | -28.2% |
| 3Y | +153.5% | +49.2% | +104.3% | +64.6% |
| All | +58.1% | +250.7% | -192.5% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling