+2,968.0%
MPC vs RMBS
+417.6%
+2,550.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.0% | -8.2% | -2.6% |
| 7D | -16.2% | -12.0% | -4.2% | -14.2% |
| 30D | -15.7% | -33.1% | +17.4% | -9.1% |
| 3M | +24.9% | -23.7% | +48.6% | +29.9% |
| 6M | +52.7% | -42.7% | +95.3% | +64.9% |
| YTD | +131.9% | -18.9% | +150.7% | +120.7% |
| 1Y | +96.6% | -30.0% | +126.7% | +93.0% |
| 3Y | +163.8% | +28.8% | +135.0% | +103.7% |
| 5Y | +533.1% | +210.5% | +322.6% | +260.3% |
| 10Y | +1,118.6% | +524.7% | +593.9% | +466.6% |
| All | +2,968.0% | +417.6% | +2,550.4% | +1,172.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling