+116.4%
MCD vs REPL
+39.1%
+77.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +1.7% |
| 7D | +5.9% | +14.2% | -8.3% | +5.7% |
| 30D | +19.6% | +65.9% | -46.2% | +18.4% |
| 3M | +3.3% | +84.6% | -81.3% | +2.0% |
| 6M | +3.5% | +446.9% | -443.4% | -1.5% |
| YTD | -6.1% | +129.0% | -135.1% | -10.2% |
| 1Y | -3.7% | +167.9% | -171.5% | -8.2% |
| 3Y | +13.4% | +93.9% | -80.5% | +1.1% |
| 5Y | +25.2% | -33.0% | +58.1% | +16.7% |
| All | +116.4% | +39.1% | +77.3% | +74.2% |
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