+11.2%
MCD vs REPL
+37.4%
-26.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.8% |
| 7D | +8.0% | +15.1% | -7.1% | +8.0% |
| 30D | +19.6% | +51.1% | -31.5% | +19.5% |
| 3M | +2.2% | +69.2% | -67.0% | +2.1% |
| 6M | -1.1% | +597.6% | -598.7% | -1.8% |
| YTD | -7.2% | +106.0% | -113.2% | -7.8% |
| 1Y | -6.7% | +133.3% | -140.0% | -7.2% |
| All | +11.2% | +37.4% | -26.2% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling