+40.4%
MXL vs RMBS
+265.4%
-225.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.9% | +5.6% | +6.1% |
| 7D | +18.9% | +1.8% | +17.1% | +17.5% |
| 30D | +0.3% | -13.9% | +14.2% | +13.2% |
| 3M | -8.0% | -39.8% | +31.8% | +38.8% |
| 6M | +341.2% | -6.0% | +347.3% | +381.2% |
| YTD | +327.8% | -5.4% | +333.2% | +346.5% |
| 1Y | +364.9% | -1.8% | +366.7% | +358.8% |
| 3Y | +229.2% | +53.7% | +175.6% | +106.7% |
| All | +40.4% | +265.4% | -225.0% | -69.3% |
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