-24.7%
MDB vs REPL
-54.3%
+29.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -4.0% |
| 7D | -17.4% | -3.0% | -14.5% | -17.3% |
| 30D | -2.0% | +27.1% | -29.2% | -3.6% |
| 3M | -3.0% | +52.4% | -55.4% | -8.2% |
| 6M | +48.7% | +107.4% | -58.8% | +29.2% |
| YTD | -12.1% | +54.7% | -66.9% | -21.8% |
| 1Y | +14.5% | +158.9% | -144.4% | -6.7% |
| 3Y | -6.1% | -23.7% | +17.6% | -21.9% |
| All | -24.7% | -54.3% | +29.6% | -38.9% |
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