-15.1%
MP vs REPL
-35.6%
+20.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -56.4% |
| YTD | -29.9% | +122.4% | -152.3% | -35.9% |
| 1Y | -31.8% | +154.4% | -186.2% | -38.2% |
| 3Y | +127.0% | +68.0% | +59.0% | +73.0% |
| All | -15.1% | -35.6% | +20.6% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling