+101.9%
MPC vs RMBS
-27.4%
+129.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.3% | -3.7% | +4.6% |
| 7D | -9.4% | -3.9% | -5.5% | -9.4% |
| 30D | -14.3% | -24.9% | +10.6% | -15.0% |
| 3M | +31.1% | -20.5% | +51.6% | +30.5% |
| 6M | +60.3% | -37.5% | +97.8% | +59.4% |
| YTD | +142.5% | -12.1% | +154.7% | +135.8% |
| All | +101.9% | -27.4% | +129.3% | +98.7% |
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 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