+25.7%
MLM vs REPL
-35.6%
+61.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.0% | -9.8% | -1.9% |
| 7D | -4.1% | +22.8% | -26.9% | -4.3% |
| 30D | +8.2% | +63.8% | -55.6% | +7.6% |
| 3M | -3.6% | +68.1% | -71.7% | -4.1% |
| 6M | -15.6% | +528.5% | -544.0% | -18.3% |
| YTD | -16.4% | +122.4% | -138.9% | -18.4% |
| 1Y | -14.3% | +154.4% | -168.7% | -16.6% |
| 3Y | +19.3% | +68.0% | -48.7% | +8.5% |
| All | +25.7% | -35.6% | +61.3% | +19.7% |
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