+441.7%
MDB vs REPL
+35.1%
+406.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.0% | -5.3% | +2.1% |
| 7D | -11.4% | +22.8% | -34.1% | -12.8% |
| 30D | -13.8% | +63.8% | -77.6% | -17.3% |
| 3M | -15.5% | +68.1% | -83.6% | -19.3% |
| 6M | +17.9% | +528.5% | -510.6% | -5.8% |
| YTD | -25.5% | +122.4% | -147.9% | -38.1% |
| 1Y | -12.1% | +154.4% | -166.4% | -28.1% |
| 3Y | -5.9% | +68.0% | -73.9% | -40.9% |
| 5Y | -43.7% | -35.4% | -8.3% | -58.8% |
| All | +441.7% | +35.1% | +406.6% | +192.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling