+110.4%
MCD vs REPL
+37.4%
+73.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | -1.6% | +9.8% | -11.4% | -1.8% |
| 30D | +16.0% | +81.5% | -65.5% | +14.7% |
| 3M | 0.0% | +44.2% | -44.3% | -0.8% |
| 6M | +0.9% | +437.4% | -436.5% | -3.9% |
| YTD | -8.7% | +126.1% | -134.8% | -12.7% |
| 1Y | -8.6% | +143.1% | -151.7% | -12.7% |
| 3Y | +9.9% | +97.8% | -88.0% | -2.2% |
| 5Y | +22.6% | -34.3% | +56.9% | +14.4% |
| All | +110.4% | +37.4% | +73.0% | +69.4% |
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