+4,017.5%
MU vs RMBS
+1,260.2%
+2,757.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -15.2% | -8.4% | -6.8% | -12.2% |
| 30D | -29.5% | -24.9% | -4.7% | -22.1% |
| 3M | -15.8% | -15.8% | 0.0% | -10.5% |
| 6M | -2.9% | -37.5% | +34.6% | +15.3% |
| YTD | +154.2% | -12.1% | +166.4% | +164.0% |
| 1Y | +186.6% | -27.0% | +213.6% | +215.9% |
| 3Y | +871.5% | +28.8% | +842.7% | +785.1% |
| 5Y | +911.7% | +236.2% | +675.5% | +585.5% |
| 10Y | +4,277.4% | +546.6% | +3,730.8% | +2,411.7% |
| All | +4,017.5% | +1,260.2% | +2,757.3% | +679.7% |
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