+303.5%
MXL vs RMBS
+16.3%
+287.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +4.5% |
| 7D | +1.6% | -0.3% | +2.0% | +2.0% |
| 30D | -7.0% | -12.2% | +5.2% | +4.0% |
| 3M | -33.4% | -49.5% | +16.1% | +11.2% |
| 6M | +260.2% | -7.1% | +267.3% | +330.5% |
| YTD | +260.0% | -7.0% | +267.0% | +319.4% |
| 1Y | +303.5% | +13.3% | +290.1% | +333.1% |
| All | +303.5% | +16.3% | +287.2% | +333.1% |
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