+13.4%
MCD vs REPL
+91.4%
-78.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +1.8% |
| 7D | +5.9% | +14.2% | -8.3% | +5.9% |
| 30D | +19.6% | +65.9% | -46.2% | +19.5% |
| 3M | +3.3% | +84.6% | -81.3% | +3.1% |
| 6M | +3.5% | +446.9% | -443.4% | +2.9% |
| YTD | -6.1% | +129.0% | -135.1% | -6.7% |
| 1Y | -3.7% | +167.9% | -171.5% | -4.2% |
| 3Y | +13.4% | +93.9% | -80.5% | +11.6% |
| All | +13.4% | +91.4% | -78.0% | +11.6% |
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