+1,106.2%
MPC vs RMBS
+571.2%
+535.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.3% | -3.7% | +2.7% |
| 7D | -9.4% | -3.9% | -5.5% | -8.9% |
| 30D | -14.3% | -24.9% | +10.6% | -9.3% |
| 3M | +31.1% | -20.5% | +51.6% | +35.6% |
| 6M | +60.3% | -37.5% | +97.8% | +70.9% |
| YTD | +142.5% | -12.1% | +154.7% | +122.1% |
| 1Y | +104.6% | -25.0% | +129.6% | +95.1% |
| 3Y | +191.7% | +36.1% | +155.6% | +102.5% |
| 5Y | +549.2% | +236.1% | +313.1% | +155.8% |
| 10Y | +1,106.2% | +541.3% | +564.9% | +217.7% |
| All | +1,106.2% | +571.2% | +535.1% | +217.7% |
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