+1,174.7%
MPC vs RMBS
+557.5%
+617.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +3.2% | +3.5% | -0.2% | +2.4% |
| 30D | +25.0% | -8.6% | +33.6% | +27.4% |
| 3M | +55.2% | -40.3% | +95.5% | +72.4% |
| 6M | +86.4% | -1.0% | +87.4% | +72.5% |
| YTD | +148.5% | -4.6% | +153.1% | +126.5% |
| 1Y | +121.7% | +17.6% | +104.1% | +83.7% |
| 3Y | +172.9% | +58.6% | +114.2% | +79.8% |
| 5Y | +679.9% | +270.9% | +409.0% | +200.9% |
| 10Y | +1,174.7% | +569.1% | +605.6% | +243.1% |
| All | +1,174.7% | +557.5% | +617.2% | +243.1% |
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 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