+54.9%
RMBS vs MKC
-31.2%
+86.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.6% |
| 7D | +3.5% | -4.3% | +7.8% | +2.0% |
| 30D | -8.6% | -3.1% | -5.5% | -9.3% |
| 3M | -40.3% | +6.8% | -47.1% | -38.7% |
| 6M | -1.0% | -18.3% | +17.4% | -2.5% |
| YTD | -4.6% | -23.1% | +18.4% | -6.6% |
| 1Y | +17.6% | -23.7% | +41.3% | +15.6% |
| All | +54.9% | -31.2% | +86.0% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling