+836.5%
PM vs RMBS
+392.3%
+444.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.6% | +0.7% |
| 7D | -7.1% | +3.0% | -10.0% | -7.3% |
| 30D | -2.8% | -15.5% | +12.7% | -2.0% |
| 3M | +6.3% | -11.5% | +17.8% | +6.6% |
| 6M | +9.6% | -36.5% | +46.2% | +11.4% |
| YTD | +25.6% | -7.1% | +32.7% | +22.7% |
| 1Y | +29.7% | -18.7% | +48.3% | +27.7% |
| 3Y | +147.6% | +36.2% | +111.4% | +126.6% |
| 5Y | +160.1% | +252.0% | -91.9% | +113.6% |
| 10Y | +260.9% | +561.2% | -300.3% | +173.9% |
| All | +836.5% | +392.3% | +444.2% | +493.1% |
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 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