-1.4%
MDT vs REPL
-33.0%
+31.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +1.0% |
| 7D | +3.5% | +14.2% | -10.7% | +3.4% |
| 30D | +16.2% | +65.9% | -49.7% | +15.7% |
| 3M | +18.9% | +84.6% | -65.7% | +18.3% |
| 6M | +37.3% | +446.9% | -409.6% | +34.3% |
| YTD | +9.7% | +129.0% | -119.3% | +7.7% |
| 1Y | +15.2% | +167.9% | -152.7% | +12.7% |
| 3Y | +61.8% | +93.9% | -32.1% | +48.5% |
| 5Y | -1.4% | -33.0% | +31.6% | -1.1% |
| All | -1.4% | -33.0% | +31.6% | -1.1% |
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 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