+549.2%
MPC vs REPL
-33.0%
+582.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +4.6% |
| 7D | -9.4% | +14.2% | -23.6% | -9.5% |
| 30D | -14.3% | +65.9% | -80.2% | -14.6% |
| 3M | +31.1% | +84.6% | -53.5% | +30.5% |
| 6M | +60.3% | +446.9% | -386.7% | +57.8% |
| YTD | +142.5% | +129.0% | +13.5% | +139.8% |
| 1Y | +104.6% | +167.9% | -63.3% | +101.8% |
| 3Y | +191.7% | +93.9% | +97.8% | +177.4% |
| 5Y | +549.2% | -33.0% | +582.2% | +550.3% |
| All | +549.2% | -33.0% | +582.2% | +550.3% |
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