-5.7%
MKC vs REPL
+36.1%
-41.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +6.9% | +0.6% |
| 7D | -7.0% | +5.3% | -12.3% | -7.1% |
| 30D | +4.1% | +66.6% | -62.6% | +3.3% |
| 3M | -10.3% | +59.6% | -69.9% | -10.9% |
| 6M | +1.7% | +482.4% | -480.7% | -2.2% |
| YTD | -29.1% | +124.1% | -153.2% | -31.3% |
| 1Y | -26.0% | +138.6% | -164.5% | -28.4% |
| 3Y | -21.5% | +96.0% | -117.5% | -29.2% |
| 5Y | -35.0% | -35.4% | +0.4% | -38.6% |
| All | -5.7% | +36.1% | -41.8% | -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