+558.9%
RMBS vs MKC
+29.9%
+529.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | +1.8% | -1.5% | +3.2% | +1.9% |
| 30D | -13.9% | -3.1% | -10.8% | -13.8% |
| 3M | -39.8% | +5.2% | -45.0% | -40.3% |
| 6M | -6.0% | -12.8% | +6.8% | -4.6% |
| YTD | -5.4% | -23.3% | +17.9% | -2.3% |
| 1Y | -1.8% | -24.1% | +22.3% | +1.2% |
| 3Y | +53.7% | -32.1% | +85.8% | +60.2% |
| 5Y | +268.5% | -32.8% | +301.3% | +276.2% |
| All | +558.9% | +29.9% | +529.0% | +425.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling