+199.8%
MPC vs RMBS
+32.1%
+167.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +0.7% |
| 7D | +11.2% | +10.3% | +0.9% | +10.3% |
| 30D | -14.5% | -10.7% | -3.8% | -13.9% |
| 3M | +16.7% | -17.2% | +33.9% | +17.8% |
| 6M | +67.6% | -39.0% | +106.6% | +72.3% |
| YTD | +157.9% | -10.5% | +168.4% | +146.0% |
| 1Y | +116.7% | -11.0% | +127.6% | +106.2% |
| 3Y | +199.8% | +31.3% | +168.4% | +148.1% |
| All | +199.8% | +32.1% | +167.7% | +148.1% |
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 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