+25.2%
MCD vs REPL
-29.4%
+54.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | +0.2% |
| 7D | +7.3% | +12.7% | -5.5% | +7.2% |
| 30D | +20.0% | +73.5% | -53.5% | +19.5% |
| 3M | +3.8% | +70.3% | -66.5% | +3.4% |
| 6M | +3.8% | +472.0% | -468.2% | +2.0% |
| YTD | -5.9% | +139.5% | -145.4% | -7.3% |
| 1Y | -3.2% | +167.3% | -170.5% | -4.7% |
| 3Y | +13.3% | +109.5% | -96.3% | +8.5% |
| 5Y | +25.2% | -29.9% | +55.2% | +24.1% |
| All | +25.2% | -29.4% | +54.7% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling