+253.1%
RMBS vs MLM
+41.9%
+211.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.5% |
| 7D | -0.3% | -2.9% | +2.6% | +1.6% |
| 30D | -12.2% | -6.8% | -5.3% | -8.0% |
| 3M | -49.5% | -11.2% | -38.3% | -46.4% |
| 6M | -7.1% | -21.8% | +14.7% | +8.5% |
| YTD | -7.0% | -17.0% | +10.0% | +3.6% |
| 1Y | +13.3% | -16.4% | +29.7% | +25.5% |
| 3Y | +49.2% | +14.5% | +34.8% | +33.6% |
| All | +253.1% | +41.9% | +211.2% | +173.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling