-20.1%
MDT vs REPL
-53.9%
+33.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.9% |
| 7D | +0.4% | -5.7% | +6.1% | +0.4% |
| 30D | +6.0% | +22.5% | -16.5% | +5.8% |
| 3M | +15.5% | +64.7% | -49.1% | +14.8% |
| 6M | +3.4% | +83.0% | -79.6% | +1.6% |
| YTD | -2.2% | +52.0% | -54.1% | -3.7% |
| 1Y | +2.6% | +144.5% | -142.0% | -0.7% |
| 3Y | +27.5% | -25.1% | +52.6% | +22.7% |
| 5Y | -20.1% | -52.9% | +32.8% | -22.4% |
| All | -20.1% | -53.9% | +33.8% | -22.4% |
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