+534.5%
MPC vs RMBS
+208.7%
+325.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.0% | -8.2% | -1.9% |
| 7D | -16.2% | -12.0% | -4.2% | -15.1% |
| 30D | -15.7% | -33.1% | +17.4% | -12.4% |
| 3M | +24.9% | -23.7% | +48.6% | +27.5% |
| 6M | +52.7% | -42.7% | +95.3% | +59.1% |
| YTD | +131.9% | -18.9% | +150.7% | +123.2% |
| 1Y | +96.6% | -30.0% | +126.7% | +93.4% |
| 3Y | +163.8% | +28.8% | +135.0% | +119.9% |
| All | +534.5% | +208.7% | +325.7% | +287.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling