-17.4%
RMBS vs MKC
-18.2%
+0.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.4% | -11.4% | -2.7% |
| 7D | -8.9% | +9.6% | -18.5% | -3.5% |
| 30D | -24.8% | +12.0% | -36.9% | -18.9% |
| 3M | -17.6% | -2.0% | -15.6% | -17.3% |
| 6M | -25.7% | +7.2% | -32.9% | -20.4% |
| YTD | -9.8% | -23.7% | +14.0% | -12.6% |
| 1Y | -17.4% | -18.3% | +0.9% | -16.7% |
| All | -17.4% | -18.2% | +0.9% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling