+48.6%
MMM vs REPL
+45.5%
+3.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | +0.3% |
| 7D | +7.0% | +12.7% | -5.8% | +6.7% |
| 30D | +18.4% | +73.5% | -55.1% | +16.8% |
| 3M | +4.5% | +70.3% | -65.8% | +3.1% |
| 6M | +33.4% | +472.0% | -438.6% | +25.2% |
| YTD | +20.0% | +139.5% | -119.6% | +13.4% |
| 1Y | +15.0% | +167.3% | -152.3% | +8.3% |
| 3Y | +165.0% | +109.5% | +55.5% | +128.2% |
| 5Y | +47.9% | -29.9% | +77.8% | +33.5% |
| All | +48.6% | +45.5% | +3.1% | +18.4% |
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