-19.4%
MKC vs REPL
+91.4%
-110.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.0% | -1.1% |
| 7D | -1.9% | +14.2% | -16.1% | -1.9% |
| 30D | +8.0% | +65.9% | -57.9% | +8.3% |
| 3M | -8.6% | +84.6% | -93.2% | -8.3% |
| 6M | +1.1% | +446.9% | -445.9% | +2.3% |
| YTD | -27.7% | +129.0% | -156.7% | -26.7% |
| 1Y | -23.7% | +167.9% | -191.6% | -22.7% |
| 3Y | -19.4% | +93.9% | -113.3% | -19.4% |
| All | -19.4% | +91.4% | -110.8% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling