+282.4%
MXL vs RMBS
+282.3%
+0.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.9% | +6.7% | +7.1% |
| 7D | +19.0% | +3.5% | +15.5% | +16.9% |
| 30D | +4.5% | -8.6% | +13.1% | +10.5% |
| 3M | -1.5% | -40.3% | +38.8% | +34.6% |
| 6M | +348.6% | -1.0% | +349.6% | +372.2% |
| YTD | +310.3% | -4.6% | +314.9% | +330.9% |
| 1Y | +344.7% | +17.6% | +327.1% | +313.4% |
| 3Y | +211.2% | +58.6% | +152.5% | +144.6% |
| 5Y | +34.8% | +270.9% | -236.1% | -26.3% |
| 10Y | +286.5% | +569.1% | -282.5% | +72.3% |
| All | +282.4% | +282.3% | +0.2% | +49.0% |
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