-45.8%
MP vs REPL
+711.4%
-757.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.2% | -5.3% | -5.1% |
| 7D | -12.5% | +28.8% | -41.4% | -12.9% |
| 30D | -23.3% | +57.3% | -80.7% | -24.0% |
| 3M | -24.4% | +73.6% | -97.9% | -25.0% |
| 6M | -45.8% | +582.8% | -628.6% | -43.5% |
| All | -45.8% | +711.4% | -757.1% | -43.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling