-23.3%
MKC vs REPL
+161.1%
-184.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -1.0% |
| 7D | -5.9% | -3.0% | -2.9% | -5.9% |
| 30D | -0.9% | +27.1% | -28.0% | -0.7% |
| 3M | +12.7% | +52.4% | -39.7% | +13.3% |
| 6M | -19.3% | +107.4% | -126.7% | -18.2% |
| YTD | -22.2% | +54.7% | -76.9% | -20.9% |
| 1Y | -23.3% | +158.9% | -182.2% | -22.6% |
| All | -23.3% | +161.1% | -184.5% | -22.6% |
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 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