+237.4%
MP vs REPL
-7.3%
+244.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.2% | -2.8% | -5.9% |
| 7D | -19.0% | +15.1% | -34.1% | -19.5% |
| 30D | -30.5% | +51.1% | -81.6% | -31.8% |
| 3M | -29.6% | +69.2% | -98.8% | -31.3% |
| 6M | -50.4% | +597.6% | -648.0% | -56.3% |
| YTD | -33.2% | +106.0% | -139.2% | -39.1% |
| 1Y | -38.6% | +133.3% | -171.9% | -44.4% |
| 3Y | +105.5% | +41.0% | +64.5% | +61.0% |
| 5Y | -7.8% | -40.1% | +32.3% | -24.2% |
| All | +237.4% | -7.3% | +244.7% | +188.5% |
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 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