+45.3%
MMM vs REPL
+35.1%
+10.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.0% | -9.4% | -1.6% |
| 7D | +6.2% | +22.8% | -16.6% | +5.7% |
| 30D | +14.2% | +63.8% | -49.6% | +12.8% |
| 3M | +2.9% | +68.1% | -65.2% | +1.5% |
| 6M | +27.6% | +528.5% | -500.9% | +19.3% |
| YTD | +17.3% | +122.4% | -105.2% | +11.1% |
| 1Y | +15.1% | +154.4% | -139.3% | +8.5% |
| 3Y | +157.1% | +68.0% | +89.1% | +123.7% |
| 5Y | +45.1% | -35.4% | +80.5% | +31.3% |
| All | +45.3% | +35.1% | +10.2% | +15.9% |
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