+10.0%
MDT vs REPL
+147.5%
-137.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.5% | 0.0% |
| 7D | -3.2% | +5.3% | -8.5% | -3.1% |
| 30D | +10.5% | +66.6% | -56.1% | +11.0% |
| 3M | +13.0% | +59.6% | -46.6% | +13.4% |
| 6M | +38.7% | +482.4% | -443.7% | +41.3% |
| YTD | +8.5% | +124.1% | -115.6% | +11.1% |
| 1Y | +10.0% | +138.6% | -128.5% | +12.7% |
| All | +10.0% | +147.5% | -137.5% | +12.7% |
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