+1,371.2%
MU vs RMBS
+53.3%
+1,317.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +5.3% |
| 7D | +9.0% | -0.3% | +9.3% | +9.3% |
| 30D | +13.8% | -12.2% | +26.0% | +22.7% |
| 3M | +2.1% | -49.5% | +51.6% | +52.6% |
| 6M | +153.8% | -7.1% | +161.0% | +159.1% |
| YTD | +256.4% | -7.0% | +263.4% | +250.8% |
| 1Y | +719.8% | +13.3% | +706.4% | +600.5% |
| All | +1,371.2% | +53.3% | +1,317.9% | +901.0% |
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