+763.1%
PM vs RMBS
+392.8%
+370.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.0% |
| 7D | -4.9% | -0.3% | -4.5% | -4.9% |
| 30D | -3.4% | -12.2% | +8.8% | -2.7% |
| 3M | +5.2% | -49.5% | +54.7% | +9.2% |
| 6M | +3.7% | -7.1% | +10.9% | +2.3% |
| YTD | +15.8% | -7.0% | +22.8% | +13.6% |
| 1Y | +17.4% | +13.3% | +4.0% | +12.5% |
| 3Y | +116.9% | +49.2% | +67.7% | +97.3% |
| 5Y | +117.3% | +250.0% | -132.6% | +79.3% |
| 10Y | +193.8% | +495.1% | -301.4% | +125.5% |
| All | +763.1% | +392.8% | +370.3% | +449.0% |
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