+116.3%
MP vs REPL
+37.4%
+78.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.2% | -2.8% | -6.0% |
| 7D | -19.0% | +15.1% | -34.1% | -19.2% |
| 30D | -30.5% | +51.1% | -81.6% | -31.1% |
| 3M | -29.6% | +69.2% | -98.8% | -30.4% |
| 6M | -50.4% | +597.6% | -648.0% | -53.0% |
| YTD | -33.2% | +106.0% | -139.2% | -35.7% |
| 1Y | -38.6% | +133.3% | -171.9% | -41.0% |
| All | +116.3% | +37.4% | +78.9% | +89.7% |
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