+266.8%
RMBS vs MDY
+46.3%
+220.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +0.6% |
| 7D | +1.8% | -1.9% | +3.6% | +4.8% |
| 30D | -13.9% | -4.6% | -9.3% | -7.0% |
| 3M | -39.8% | -1.2% | -38.6% | -37.8% |
| 6M | -6.0% | +9.2% | -15.2% | -14.5% |
| YTD | -5.4% | +13.1% | -18.4% | -17.1% |
| 1Y | -1.8% | +13.0% | -14.8% | -12.8% |
| 3Y | +53.7% | +49.2% | +4.4% | +3.0% |
| All | +266.8% | +46.3% | +220.5% | +153.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling