+143.6%
MLM vs REPL
-6.0%
+149.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.8% | +1.2% |
| 7D | -2.9% | -3.0% | +0.1% | -2.8% |
| 30D | -6.8% | +27.1% | -34.0% | -7.5% |
| 3M | -11.2% | +52.4% | -63.6% | -13.3% |
| 6M | -21.8% | +107.4% | -129.3% | -26.8% |
| YTD | -17.0% | +54.7% | -71.7% | -21.4% |
| 1Y | -16.4% | +158.9% | -175.2% | -24.4% |
| 3Y | +14.5% | -23.7% | +38.2% | +0.6% |
| 5Y | +41.7% | -54.3% | +96.1% | +26.7% |
| All | +143.6% | -6.0% | +149.6% | +76.3% |
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