-40.1%
MDB vs REPL
-35.3%
-4.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +11.6% | +9.8% | +1.8% | +10.9% |
| 30D | -8.9% | +81.5% | -90.4% | -12.3% |
| 3M | -22.4% | +44.2% | -66.6% | -24.4% |
| 6M | +10.1% | +437.4% | -427.3% | -6.4% |
| YTD | -19.0% | +126.1% | -145.2% | -29.8% |
| 1Y | -7.0% | +143.1% | -150.1% | -19.9% |
| 3Y | -9.8% | +97.8% | -107.7% | -43.9% |
| 5Y | -40.1% | -34.3% | -5.8% | -43.0% |
| All | -40.1% | -35.3% | -4.8% | -43.0% |
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