-13.1%
MLM vs REPL
+124.9%
-138.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.2% | -1.9% | -5.2% |
| 7D | -1.2% | +15.1% | -16.4% | -1.1% |
| 30D | +7.9% | +51.1% | -43.2% | +8.4% |
| 3M | -4.5% | +69.2% | -73.7% | -3.9% |
| 6M | -12.6% | +597.6% | -610.2% | -10.4% |
| YTD | -14.9% | +106.0% | -120.8% | -13.4% |
| 1Y | -13.1% | +133.3% | -146.4% | -14.6% |
| All | -13.1% | +124.9% | -138.0% | -14.6% |
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 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