+84.6%
MRK vs RMBS
-18.2%
+102.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -6.0% | +9.9% | +3.7% |
| 7D | +6.7% | -8.9% | +15.6% | +6.4% |
| 30D | +7.8% | -24.8% | +32.6% | +7.0% |
| 3M | +18.2% | -17.6% | +35.7% | +17.6% |
| 6M | +34.7% | -25.7% | +60.3% | +33.5% |
| YTD | +45.8% | -9.8% | +55.6% | +45.8% |
| 1Y | +84.6% | -17.4% | +101.9% | +83.5% |
| All | +84.6% | -18.2% | +102.8% | +83.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling