+1.6%
MKC vs REPL
-17.3%
+18.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.4% | +7.6% | -0.6% |
| 7D | -2.8% | -13.4% | +10.6% | -2.6% |
| 30D | -3.4% | -3.0% | -0.4% | -3.4% |
| 3M | +3.8% | +56.3% | -52.5% | +2.5% |
| 6M | -17.9% | +60.9% | -78.8% | -20.1% |
| YTD | -23.6% | +36.2% | -59.8% | -25.4% |
| 1Y | -23.1% | +121.0% | -144.1% | -26.6% |
| 3Y | -31.5% | -32.8% | +1.3% | -35.7% |
| 5Y | -33.1% | -58.7% | +25.6% | -36.6% |
| All | +1.6% | -17.3% | +18.8% | -17.1% |
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 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