+588.3%
MPC vs REPL
-6.0%
+594.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | +5.4% | -3.0% | +8.4% | +5.6% |
| 30D | +31.0% | +27.1% | +3.8% | +29.6% |
| 3M | +46.0% | +52.4% | -6.4% | +41.0% |
| 6M | +77.3% | +107.4% | -30.1% | +61.7% |
| YTD | +141.9% | +54.7% | +87.2% | +123.7% |
| 1Y | +120.9% | +158.9% | -37.9% | +92.1% |
| 3Y | +182.7% | -23.7% | +206.4% | +136.6% |
| 5Y | +646.4% | -54.3% | +700.8% | +544.3% |
| All | +588.3% | -6.0% | +594.3% | +356.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling