+264.6%
MP vs REPL
+7.8%
+256.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.7% | -4.7% | +2.6% |
| 7D | -3.6% | +12.7% | -16.4% | -4.1% |
| 30D | -21.0% | +73.5% | -94.5% | -22.9% |
| 3M | -33.3% | +70.3% | -103.6% | -34.9% |
| 6M | -45.9% | +472.0% | -517.9% | -51.6% |
| YTD | -27.8% | +139.5% | -167.3% | -34.6% |
| 1Y | -43.2% | +167.3% | -210.5% | -48.9% |
| 3Y | +144.0% | +109.5% | +34.5% | +83.8% |
| 5Y | -6.1% | -29.9% | +23.8% | -23.3% |
| All | +264.6% | +7.8% | +256.8% | +209.8% |
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