+48.2%
MMM vs REPL
+36.1%
+12.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.2% | -0.1% |
| 7D | -2.6% | +5.3% | -7.9% | -2.7% |
| 30D | +17.4% | +66.6% | -49.2% | +15.9% |
| 3M | +3.6% | +59.6% | -56.0% | +2.4% |
| 6M | +33.0% | +482.4% | -449.3% | +24.8% |
| YTD | +19.6% | +124.1% | -104.4% | +13.3% |
| 1Y | +14.0% | +138.6% | -124.5% | +7.7% |
| 3Y | +164.3% | +96.0% | +68.3% | +127.9% |
| 5Y | +49.3% | -35.4% | +84.7% | +35.1% |
| All | +48.2% | +36.1% | +12.1% | +18.3% |
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