+567.8%
MPC vs REPL
+25.1%
+542.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.7% | -3.8% |
| 7D | -12.8% | +15.1% | -27.9% | -13.3% |
| 30D | -12.7% | +51.1% | -63.8% | -14.3% |
| 3M | +27.1% | +69.2% | -42.2% | +24.1% |
| 6M | +45.8% | +597.6% | -551.8% | +28.7% |
| YTD | +134.7% | +106.0% | +28.7% | +114.1% |
| 1Y | +106.0% | +133.3% | -27.3% | +86.4% |
| 3Y | +165.5% | +41.0% | +124.5% | +110.0% |
| 5Y | +540.9% | -40.1% | +581.1% | +448.2% |
| All | +567.8% | +25.1% | +542.7% | +336.4% |
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