+885.5%
RMBS vs MLM
+2,457.0%
-1,571.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.8% | +8.8% | +7.9% |
| 7D | -12.0% | -4.1% | -7.8% | -10.0% |
| 30D | -33.1% | +8.2% | -41.3% | -35.8% |
| 3M | -23.7% | -3.6% | -20.1% | -22.5% |
| 6M | -42.7% | -15.6% | -27.1% | -38.6% |
| YTD | -18.9% | -16.4% | -2.5% | -12.5% |
| 1Y | -30.0% | -14.3% | -15.7% | -25.3% |
| 3Y | +28.8% | +19.3% | +9.5% | +17.9% |
| 5Y | +210.5% | +29.6% | +181.0% | +170.7% |
| 10Y | +524.7% | +189.9% | +334.8% | +236.7% |
| All | +885.5% | +2,457.0% | -1,571.5% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling