+642.2%
MPC vs REPL
-54.3%
+696.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.3% |
| 7D | +5.4% | -3.0% | +8.4% | +5.5% |
| 30D | +31.0% | +27.1% | +3.8% | +30.7% |
| 3M | +46.0% | +52.4% | -6.4% | +45.1% |
| 6M | +77.3% | +107.4% | -30.1% | +75.0% |
| YTD | +141.9% | +54.7% | +87.2% | +139.5% |
| 1Y | +120.9% | +158.9% | -37.9% | +115.5% |
| 3Y | +182.7% | -23.7% | +206.4% | +177.4% |
| All | +642.2% | -54.3% | +696.5% | +646.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling