+254.1%
MP vs RMBS
+392.6%
-138.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.0% | -2.0% | +2.2% |
| 7D | -10.5% | -12.0% | +1.4% | -6.3% |
| 30D | -23.5% | -33.1% | +9.6% | -11.0% |
| 3M | -25.4% | -23.7% | -1.7% | -18.3% |
| 6M | -51.3% | -42.7% | -8.6% | -41.0% |
| YTD | -29.9% | -18.9% | -11.0% | -31.1% |
| 1Y | -31.8% | -30.0% | -1.8% | -28.8% |
| 3Y | +127.0% | +28.8% | +98.2% | +53.3% |
| 5Y | -3.3% | +210.5% | -213.8% | -69.5% |
| All | +254.1% | +392.6% | -138.5% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling