+180.6%
MPC vs RMBS
+51.0%
+129.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +5.4% | -0.3% | +5.8% | +5.5% |
| 30D | +31.0% | -12.2% | +43.1% | +32.2% |
| 3M | +46.0% | -49.5% | +95.6% | +54.0% |
| 6M | +77.3% | -7.1% | +84.5% | +72.3% |
| YTD | +141.9% | -7.0% | +148.9% | +131.9% |
| 1Y | +120.9% | +13.3% | +107.6% | +103.1% |
| All | +180.6% | +51.0% | +129.7% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling