+32.0%
MLM vs REPL
-40.1%
+72.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.2% | -1.9% | -5.1% |
| 7D | -1.2% | +15.1% | -16.4% | -1.4% |
| 30D | +7.9% | +51.1% | -43.2% | +7.5% |
| 3M | -4.5% | +69.2% | -73.7% | -5.0% |
| 6M | -12.6% | +597.6% | -610.2% | -15.7% |
| YTD | -14.9% | +106.0% | -120.8% | -16.8% |
| 1Y | -13.1% | +133.3% | -146.4% | -15.3% |
| 3Y | +21.2% | +41.0% | -19.8% | +11.7% |
| 5Y | +32.0% | -40.1% | +72.2% | +26.0% |
| All | +32.0% | -40.1% | +72.1% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling