-26.0%
MKC vs REPL
+147.5%
-173.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +6.9% | +0.4% |
| 7D | -7.0% | +5.3% | -12.3% | -6.9% |
| 30D | +4.1% | +66.6% | -62.6% | +4.7% |
| 3M | -10.3% | +59.6% | -69.9% | -9.7% |
| 6M | +1.7% | +482.4% | -480.7% | +4.8% |
| YTD | -29.1% | +124.1% | -153.2% | -26.7% |
| 1Y | -26.0% | +138.6% | -164.5% | -23.4% |
| All | -26.0% | +147.5% | -173.5% | -23.4% |
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