+29.6%
MDT vs REPL
-9.7%
+39.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.5% |
| 7D | -0.3% | -9.6% | +9.3% | -0.1% |
| 30D | +2.8% | +5.7% | -2.9% | +2.6% |
| 3M | +13.1% | +56.4% | -43.3% | +10.9% |
| 6M | +2.3% | +67.4% | -65.1% | -2.3% |
| YTD | -2.7% | +48.7% | -51.4% | -6.9% |
| 1Y | +0.9% | +148.3% | -147.4% | -6.9% |
| 3Y | +26.8% | -26.7% | +53.5% | +14.1% |
| 5Y | -19.5% | -54.1% | +34.7% | -26.6% |
| All | +29.6% | -9.7% | +39.3% | +1.6% |
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