-9.0%
MDB vs REPL
+147.5%
-156.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.4% | +8.3% | +2.0% |
| 7D | +3.0% | +5.3% | -2.3% | +2.8% |
| 30D | -11.3% | +66.6% | -78.0% | -12.4% |
| 3M | -23.0% | +59.6% | -82.6% | -24.0% |
| 6M | +14.8% | +482.4% | -467.6% | +8.3% |
| YTD | -19.4% | +124.1% | -143.5% | -12.7% |
| 1Y | -9.0% | +138.6% | -147.5% | -4.6% |
| All | -9.0% | +147.5% | -156.5% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling