+236.1%
RMBS vs M
-2.8%
+238.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.1% | +0.2% | +5.9% |
| 7D | -3.9% | +2.5% | -6.4% | -4.7% |
| 30D | -24.9% | +10.1% | -34.9% | -27.3% |
| 3M | -20.5% | -0.9% | -19.5% | -20.8% |
| 6M | -37.5% | +30.2% | -67.7% | -43.2% |
| YTD | -12.1% | +16.3% | -28.4% | -17.4% |
| 1Y | -25.0% | +27.0% | -52.0% | -31.5% |
| 3Y | +36.1% | +154.5% | -118.4% | -1.7% |
| 5Y | +236.1% | -1.1% | +237.2% | +190.3% |
| All | +236.1% | -2.8% | +238.9% | +190.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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