-10.5%
MLM vs REPL
+125.1%
-135.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +9.1% | +28.8% | -19.7% | +9.4% |
| 30D | +14.6% | +57.3% | -42.7% | +15.2% |
| 3M | +0.3% | +73.6% | -73.3% | +0.9% |
| 6M | -7.5% | +582.8% | -590.3% | -5.2% |
| YTD | -10.2% | +112.9% | -123.1% | -8.2% |
| 1Y | -10.5% | +130.7% | -141.1% | -11.1% |
| All | -10.5% | +125.1% | -135.6% | -11.1% |
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 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