+29.4%
MMM vs REPL
-54.3%
+83.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.2% |
| 7D | -3.3% | -3.0% | -0.3% | -3.3% |
| 30D | -7.0% | +27.1% | -34.2% | -7.3% |
| 3M | +10.8% | +52.4% | -41.6% | +9.6% |
| 6M | +5.8% | +107.4% | -101.7% | +2.4% |
| YTD | +6.8% | +54.7% | -48.0% | +4.0% |
| 1Y | +10.4% | +158.9% | -148.5% | +4.7% |
| 3Y | +104.7% | -23.7% | +128.4% | +93.3% |
| All | +29.4% | -54.3% | +83.7% | +18.2% |
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