-5.7%
MKC vs REPL
+36.8%
-42.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | -3.0% | +1.2% | -4.2% | -3.0% |
| 30D | +4.8% | +92.2% | -87.4% | +3.9% |
| 3M | -12.8% | +44.1% | -56.9% | -13.3% |
| 6M | +5.0% | +313.0% | -308.0% | +1.7% |
| YTD | -29.1% | +125.2% | -154.3% | -31.2% |
| 1Y | -26.4% | +143.8% | -170.2% | -28.8% |
| 3Y | -21.6% | +104.2% | -125.8% | -29.5% |
| 5Y | -35.2% | -34.5% | -0.7% | -38.8% |
| All | -5.7% | +36.8% | -42.5% | -23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling