+163.4%
MLM vs REPL
+29.3%
+134.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +9.1% | +28.8% | -19.7% | +8.4% |
| 30D | +14.6% | +57.3% | -42.7% | +13.2% |
| 3M | +0.3% | +73.6% | -73.3% | -1.4% |
| 6M | -7.5% | +582.8% | -590.3% | -15.1% |
| YTD | -10.2% | +112.9% | -123.1% | -15.9% |
| 1Y | -10.5% | +130.7% | -141.1% | -16.4% |
| 3Y | +27.8% | +45.7% | -17.9% | +7.7% |
| 5Y | +38.9% | -37.9% | +76.8% | +23.2% |
| All | +163.4% | +29.3% | +134.1% | +88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling