+120.9%
MPC vs RMBS
+16.3%
+104.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +5.4% | -0.3% | +5.8% | +5.4% |
| 30D | +31.0% | -12.2% | +43.1% | +31.0% |
| 3M | +46.0% | -49.5% | +95.6% | +46.2% |
| 6M | +77.3% | -7.1% | +84.5% | +74.6% |
| YTD | +141.9% | -7.0% | +148.9% | +134.0% |
| 1Y | +120.9% | +13.3% | +107.6% | +116.1% |
| All | +120.9% | +16.3% | +104.6% | +116.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling