+630.7%
MPC vs REPL
+37.4%
+593.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.4% |
| 7D | +9.4% | +9.8% | -0.4% | +9.0% |
| 30D | -13.4% | +81.5% | -94.9% | -15.6% |
| 3M | +18.9% | +44.2% | -25.4% | +16.8% |
| 6M | +64.9% | +437.4% | -372.5% | +48.1% |
| YTD | +156.8% | +126.1% | +30.7% | +133.3% |
| 1Y | +113.2% | +143.1% | -30.0% | +92.7% |
| 3Y | +201.8% | +97.8% | +104.0% | +130.3% |
| 5Y | +601.4% | -34.3% | +635.6% | +497.5% |
| All | +630.7% | +37.4% | +593.3% | +375.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling