+113.2%
MPC vs REPL
+142.3%
-29.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.5% |
| 7D | +9.4% | +9.8% | -0.4% | +9.5% |
| 30D | -13.4% | +81.5% | -94.9% | -13.1% |
| 3M | +18.9% | +44.2% | -25.4% | +19.2% |
| 6M | +64.9% | +437.4% | -372.5% | +69.1% |
| YTD | +156.8% | +126.1% | +30.7% | +155.5% |
| 1Y | +113.2% | +143.1% | -30.0% | +113.9% |
| All | +113.2% | +142.3% | -29.2% | +113.9% |
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