+3.5%
MKC vs REPL
-6.0%
+9.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.9% |
| 7D | -5.9% | -3.0% | -2.9% | -5.8% |
| 30D | -0.9% | +27.1% | -28.0% | -1.2% |
| 3M | +12.7% | +52.4% | -39.7% | +11.4% |
| 6M | -19.3% | +107.4% | -126.7% | -21.8% |
| YTD | -22.2% | +54.7% | -76.9% | -24.1% |
| 1Y | -23.3% | +158.9% | -182.2% | -27.1% |
| 3Y | -30.0% | -23.7% | -6.3% | -34.4% |
| 5Y | -33.8% | -54.3% | +20.6% | -37.2% |
| All | +3.5% | -6.0% | +9.5% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling