+36.3%
RMBS vs MLM
+18.0%
+18.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.3% |
| 7D | +3.0% | -5.8% | +8.8% | +8.1% |
| 30D | -15.5% | +9.8% | -25.4% | -21.4% |
| 3M | -11.5% | -5.2% | -6.3% | -8.1% |
| 6M | -36.5% | -10.3% | -26.3% | -32.9% |
| YTD | -7.1% | -15.5% | +8.4% | +2.9% |
| 1Y | -18.7% | -15.0% | -3.6% | -10.1% |
| All | +36.3% | +18.0% | +18.3% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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