+153.3%
MP vs REPL
-22.6%
+175.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.4% |
| 7D | -2.9% | -3.0% | +0.1% | -2.8% |
| 30D | +13.8% | +27.1% | -13.3% | +13.3% |
| 3M | -16.7% | +52.4% | -69.1% | -17.9% |
| 6M | -11.5% | +107.4% | -118.9% | -15.0% |
| YTD | +7.9% | +54.7% | -46.8% | +4.5% |
| 1Y | -15.0% | +158.9% | -173.9% | -20.0% |
| All | +153.3% | -22.6% | +175.9% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling