+10.5%
MCD vs REPL
+48.4%
-37.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.0% | -8.5% | -0.6% |
| 7D | +7.1% | +22.8% | -15.6% | +7.1% |
| 30D | +19.8% | +63.8% | -44.0% | +19.6% |
| 3M | +0.8% | +68.1% | -67.3% | +0.7% |
| 6M | -1.3% | +528.5% | -529.8% | -1.9% |
| YTD | -7.8% | +122.4% | -130.2% | -8.3% |
| 1Y | -5.0% | +154.4% | -159.3% | -5.5% |
| 3Y | +10.5% | +68.0% | -57.4% | +8.9% |
| All | +10.5% | +48.4% | -37.8% | +8.9% |
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