-14.3%
MLM vs REPL
+152.6%
-166.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.0% | -9.8% | -1.8% |
| 7D | -4.1% | +22.8% | -26.9% | -3.9% |
| 30D | +8.2% | +63.8% | -55.6% | +8.7% |
| 3M | -3.6% | +68.1% | -71.7% | -3.0% |
| 6M | -15.6% | +528.5% | -544.0% | -13.4% |
| YTD | -16.4% | +122.4% | -138.9% | -15.0% |
| 1Y | -14.3% | +154.4% | -168.7% | -16.0% |
| All | -14.3% | +152.6% | -166.9% | -16.0% |
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