+287.6%
MP vs REPL
+1.3%
+286.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.5% |
| 7D | +9.5% | +1.2% | +8.2% | +9.4% |
| 30D | -3.0% | +92.2% | -95.2% | -5.8% |
| 3M | -30.4% | +44.1% | -74.5% | -31.6% |
| 6M | -39.2% | +313.0% | -352.2% | -44.5% |
| YTD | -23.3% | +125.2% | -148.5% | -30.3% |
| 1Y | -32.6% | +143.8% | -176.4% | -39.1% |
| 3Y | +159.3% | +104.2% | +55.1% | +94.7% |
| 5Y | -16.4% | -34.5% | +18.1% | -31.6% |
| All | +287.6% | +1.3% | +286.3% | +230.2% |
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 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