+266.8%
RMBS vs MKC
-33.0%
+299.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +2.0% |
| 7D | +1.8% | -1.5% | +3.2% | +1.5% |
| 30D | -13.9% | -3.1% | -10.8% | -14.3% |
| 3M | -39.8% | +5.2% | -45.0% | -39.1% |
| 6M | -6.0% | -12.8% | +6.8% | -5.9% |
| YTD | -5.4% | -23.3% | +17.9% | -5.9% |
| 1Y | -1.8% | -24.1% | +22.3% | -2.2% |
| 3Y | +53.7% | -32.1% | +85.8% | +53.9% |
| All | +266.8% | -33.0% | +299.8% | +266.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling