+42.8%
MMM vs REPL
-35.0%
+77.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -0.8% | +1.2% | -2.1% | -0.8% |
| 30D | +11.7% | +92.2% | -80.5% | +10.7% |
| 3M | +1.0% | +44.1% | -43.1% | +0.4% |
| 6M | +26.0% | +313.0% | -287.0% | +22.0% |
| YTD | +16.3% | +125.2% | -108.9% | +12.7% |
| 1Y | +9.6% | +143.8% | -134.1% | +6.0% |
| 3Y | +157.3% | +104.2% | +53.1% | +129.0% |
| All | +42.8% | -35.0% | +77.7% | +26.3% |
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 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