+10.5%
MDT vs REPL
+144.6%
-134.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.8% |
| 7D | +1.0% | +1.2% | -0.2% | +1.1% |
| 30D | +9.2% | +92.2% | -83.0% | +9.7% |
| 3M | +14.5% | +44.1% | -29.6% | +14.8% |
| 6M | +37.3% | +313.0% | -275.7% | +40.1% |
| YTD | +9.8% | +125.2% | -115.4% | +12.5% |
| 1Y | +10.5% | +143.8% | -133.2% | +13.1% |
| All | +10.5% | +144.6% | -134.0% | +13.1% |
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