+445.3%
MP vs REPL
-30.4%
+475.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.5% |
| 7D | -2.9% | -3.0% | +0.1% | -2.7% |
| 30D | +13.8% | +27.1% | -13.3% | +12.6% |
| 3M | -16.7% | +52.4% | -69.1% | -19.5% |
| 6M | -11.5% | +107.4% | -118.9% | -19.4% |
| YTD | +7.9% | +54.7% | -46.8% | -0.2% |
| 1Y | -15.0% | +158.9% | -173.9% | -26.1% |
| 3Y | +153.5% | -23.7% | +177.2% | +111.3% |
| 5Y | +58.7% | -54.3% | +113.0% | +32.0% |
| All | +445.3% | -30.4% | +475.7% | +373.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling