+54.9%
RMBS vs MDY
+48.7%
+6.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +3.1% |
| 7D | +3.5% | -0.8% | +4.2% | +5.0% |
| 30D | -8.6% | -3.9% | -4.7% | -0.5% |
| 3M | -40.3% | 0.0% | -40.3% | -39.2% |
| 6M | -1.0% | +8.5% | -9.5% | -12.1% |
| YTD | -4.6% | +13.2% | -17.8% | -20.7% |
| 1Y | +17.6% | +15.0% | +2.5% | -3.3% |
| All | +54.9% | +48.7% | +6.2% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling