+96.6%
MPC vs REPL
+152.6%
-55.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.0% | -9.2% | -1.2% |
| 7D | -16.2% | +22.8% | -39.0% | -16.1% |
| 30D | -15.7% | +63.8% | -79.5% | -15.5% |
| 3M | +24.9% | +68.1% | -43.2% | +25.3% |
| 6M | +52.7% | +528.5% | -475.8% | +56.7% |
| YTD | +131.9% | +122.4% | +9.4% | +134.9% |
| 1Y | +96.6% | +154.4% | -57.7% | +96.1% |
| All | +96.6% | +152.6% | -55.9% | +96.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling