-42.7%
RMBS vs MLM
-15.7%
-27.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.8% | +8.8% | +7.2% |
| 7D | -12.0% | -4.1% | -7.8% | -11.0% |
| 30D | -33.1% | +8.2% | -41.3% | -33.1% |
| 3M | -23.7% | -3.6% | -20.1% | -23.4% |
| 6M | -42.7% | -15.6% | -27.1% | -39.2% |
| All | -42.7% | -15.7% | -27.0% | -39.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling