+21.6%
MCD vs REPL
-54.3%
+75.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.5% |
| 7D | -2.8% | -3.0% | +0.1% | -2.8% |
| 30D | -6.0% | +27.1% | -33.2% | -6.2% |
| 3M | -5.6% | +52.4% | -58.0% | -6.1% |
| 6M | -21.9% | +107.4% | -129.3% | -23.0% |
| YTD | -14.7% | +54.7% | -69.4% | -15.8% |
| 1Y | -17.3% | +158.9% | -176.1% | -18.8% |
| 3Y | -2.2% | -23.7% | +21.6% | -3.7% |
| All | +21.6% | -54.3% | +75.9% | +21.2% |
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 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