+109.1%
MCD vs REPL
+36.8%
+72.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -1.6% | +1.2% | -2.9% | -1.7% |
| 30D | +14.1% | +92.2% | -78.1% | +12.7% |
| 3M | +0.6% | +44.1% | -43.5% | -0.2% |
| 6M | 0.0% | +313.0% | -313.0% | -4.2% |
| YTD | -9.3% | +125.2% | -134.5% | -13.2% |
| 1Y | -9.3% | +143.8% | -153.1% | -13.4% |
| 3Y | +8.6% | +104.2% | -95.6% | -3.5% |
| 5Y | +21.9% | -34.5% | +56.4% | +13.7% |
| All | +109.1% | +36.8% | +72.3% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling