+96.6%
MCD vs REPL
-6.0%
+102.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.5% |
| 3M | -5.6% | +52.4% | -58.0% | -7.1% |
| 6M | -21.9% | +107.4% | -129.3% | -25.1% |
| YTD | -14.7% | +54.7% | -69.4% | -17.7% |
| 1Y | -17.3% | +158.9% | -176.1% | -22.1% |
| 3Y | -2.2% | -23.7% | +21.6% | -9.3% |
| 5Y | +20.3% | -54.3% | +74.6% | +12.9% |
| All | +96.6% | -6.0% | +102.6% | +59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling