+1,319.3%
MU vs RMBS
+260.2%
+1,059.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.6% |
| 7D | +7.2% | +3.0% | +4.2% | +5.3% |
| 30D | +14.0% | -14.4% | +28.4% | +25.0% |
| 3M | +5.4% | -42.8% | +48.2% | +47.3% |
| 6M | +170.3% | -1.4% | +171.7% | +165.4% |
| YTD | +250.7% | -5.4% | +256.1% | +240.9% |
| 1Y | +662.1% | +18.6% | +643.5% | +530.7% |
| 3Y | +1,341.2% | +57.3% | +1,283.9% | +816.4% |
| 5Y | +1,319.3% | +265.7% | +1,053.7% | +362.8% |
| All | +1,319.3% | +260.2% | +1,059.1% | +362.8% |
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