+48.0%
MMM vs REPL
+39.1%
+8.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.8% |
| 7D | +5.8% | +14.2% | -8.5% | +5.4% |
| 30D | +17.9% | +65.9% | -47.9% | +16.5% |
| 3M | +3.6% | +84.6% | -81.0% | +2.0% |
| 6M | +32.9% | +446.9% | -414.0% | +24.9% |
| YTD | +19.5% | +129.0% | -109.5% | +13.1% |
| 1Y | +16.5% | +167.9% | -151.3% | +9.7% |
| 3Y | +167.2% | +93.9% | +73.2% | +130.8% |
| 5Y | +48.2% | -33.0% | +81.2% | +33.9% |
| All | +48.0% | +39.1% | +8.9% | +18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling