+1,049.0%
RMBS vs MTB
+1,416.3%
-367.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +3.0% | +2.8% | +0.2% | +1.6% |
| 30D | -14.4% | -4.2% | -10.2% | -12.8% |
| 3M | -42.8% | +7.8% | -50.6% | -45.1% |
| 6M | -1.4% | +14.8% | -16.2% | -8.0% |
| YTD | -5.4% | +20.8% | -26.2% | -13.7% |
| 1Y | +18.6% | +23.1% | -4.5% | +7.2% |
| 3Y | +57.3% | +114.8% | -57.6% | +11.8% |
| 5Y | +265.7% | +103.3% | +162.4% | +154.5% |
| 10Y | +546.0% | +173.0% | +373.1% | +258.2% |
| All | +1,049.0% | +1,416.3% | -367.3% | +201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling