+540.9%
MPC vs REPL
-40.1%
+581.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.7% | -3.9% |
| 7D | -12.8% | +15.1% | -27.9% | -12.8% |
| 30D | -12.7% | +51.1% | -63.8% | -13.0% |
| 3M | +27.1% | +69.2% | -42.2% | +26.6% |
| 6M | +45.8% | +597.6% | -551.8% | +43.1% |
| YTD | +134.7% | +106.0% | +28.7% | +132.3% |
| 1Y | +106.0% | +133.3% | -27.3% | +103.5% |
| 3Y | +165.5% | +41.0% | +124.5% | +155.7% |
| 5Y | +540.9% | -40.1% | +581.1% | +539.7% |
| All | +540.9% | -40.1% | +581.0% | +539.7% |
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