+1,049.0%
RMBS vs MKC
+1,440.0%
-391.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +3.0% | -4.3% | +7.3% | +4.3% |
| 30D | -14.4% | -2.0% | -12.4% | -14.2% |
| 3M | -42.8% | +10.0% | -52.8% | -45.2% |
| 6M | -1.4% | -18.5% | +17.1% | +3.2% |
| YTD | -5.4% | -22.4% | +17.0% | -0.2% |
| 1Y | +18.6% | -23.6% | +42.2% | +25.0% |
| 3Y | +57.3% | -30.4% | +87.7% | +66.4% |
| 5Y | +265.7% | -34.2% | +299.9% | +284.1% |
| 10Y | +546.0% | +26.8% | +519.2% | +393.6% |
| All | +1,049.0% | +1,440.0% | -391.0% | +234.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling