+254.1%
MP vs REPL
+0.1%
+254.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.0% | -3.0% | +4.6% |
| 7D | -10.5% | +22.8% | -33.3% | -11.3% |
| 30D | -23.5% | +63.8% | -87.3% | -25.2% |
| 3M | -25.4% | +68.1% | -93.6% | -27.2% |
| 6M | -51.3% | +528.5% | -579.7% | -56.7% |
| YTD | -29.9% | +122.4% | -152.3% | -36.3% |
| 1Y | -31.8% | +154.4% | -186.2% | -38.6% |
| 3Y | +127.0% | +68.0% | +59.0% | +74.6% |
| 5Y | -3.3% | -35.4% | +32.1% | -20.7% |
| All | +254.1% | +0.1% | +254.0% | +201.8% |
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