+3,101.0%
MPC vs RMBS
+493.5%
+2,607.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | +5.4% | -0.3% | +5.8% | +5.5% |
| 30D | +31.0% | -12.2% | +43.1% | +34.1% |
| 3M | +46.0% | -49.5% | +95.6% | +65.9% |
| 6M | +77.3% | -7.1% | +84.5% | +69.5% |
| YTD | +141.9% | -7.0% | +148.9% | +126.9% |
| 1Y | +120.9% | +13.3% | +107.6% | +93.2% |
| 3Y | +182.7% | +49.2% | +133.4% | +112.6% |
| 5Y | +646.4% | +250.0% | +396.5% | +320.2% |
| 10Y | +1,138.7% | +495.1% | +643.6% | +485.9% |
| All | +3,101.0% | +493.5% | +2,607.5% | +1,207.7% |
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 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