+271.4%
RMBS vs MTB
+100.2%
+171.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +3.5% | +1.1% | +2.4% | +2.9% |
| 30D | -8.6% | -4.6% | -4.0% | -6.4% |
| 3M | -40.3% | +6.3% | -46.6% | -42.5% |
| 6M | -1.0% | +15.6% | -16.6% | -8.8% |
| YTD | -4.6% | +20.6% | -25.2% | -13.8% |
| 1Y | +17.6% | +22.5% | -5.0% | +5.2% |
| 3Y | +58.6% | +114.4% | -55.8% | +16.7% |
| All | +271.4% | +100.2% | +171.2% | +185.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling