+113.8%
MCD vs REPL
+25.1%
+88.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.7% |
| 7D | +8.0% | +15.1% | -7.1% | +7.7% |
| 30D | +19.6% | +51.1% | -31.5% | +18.6% |
| 3M | +2.2% | +69.2% | -67.0% | +1.1% |
| 6M | -1.1% | +597.6% | -598.7% | -6.6% |
| YTD | -7.2% | +106.0% | -113.2% | -11.1% |
| 1Y | -6.7% | +133.3% | -140.0% | -10.9% |
| 3Y | +11.6% | +41.0% | -29.4% | +0.9% |
| 5Y | +22.6% | -40.1% | +62.8% | +14.6% |
| All | +113.8% | +25.1% | +88.7% | +72.5% |
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