+123.2%
MPC vs RMBS
+14.4%
+108.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +2.3% |
| 7D | +3.9% | +3.0% | +0.9% | +3.8% |
| 30D | +33.8% | -14.4% | +48.2% | +33.9% |
| 3M | +49.9% | -42.8% | +92.7% | +50.0% |
| 6M | +80.9% | -1.4% | +82.3% | +77.6% |
| YTD | +147.4% | -5.4% | +152.9% | +139.2% |
| 1Y | +123.2% | +18.6% | +104.6% | +118.1% |
| All | +123.2% | +14.4% | +108.8% | +118.1% |
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