+53.7%
RMBS vs MTB
+114.2%
-60.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.6% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | -13.9% | -4.8% | -9.1% | -10.8% |
| 3M | -39.8% | +6.0% | -45.8% | -43.1% |
| 6M | -6.0% | +19.6% | -25.6% | -19.5% |
| YTD | -5.4% | +21.5% | -26.8% | -19.8% |
| 1Y | -1.8% | +24.7% | -26.5% | -18.7% |
| 3Y | +53.7% | +108.6% | -54.9% | +0.2% |
| All | +53.7% | +114.2% | -60.5% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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