+297.0%
MXL vs RMBS
-18.2%
+315.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -6.0% | -5.1% | -5.8% |
| 7D | -24.3% | -8.9% | -15.4% | -17.5% |
| 30D | -46.1% | -24.8% | -21.3% | -29.6% |
| 3M | -21.8% | -17.6% | -4.3% | -4.4% |
| 6M | -27.2% | -25.7% | -1.6% | -3.9% |
| YTD | +226.2% | -9.8% | +235.9% | +296.8% |
| 1Y | +297.0% | -17.4% | +314.4% | +410.9% |
| All | +297.0% | -18.2% | +315.2% | +410.9% |
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