+64.0%
MTB vs REPL
+36.1%
+27.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.3% | 0.0% |
| 7D | -2.0% | +5.3% | -7.2% | -2.2% |
| 30D | +0.1% | +66.6% | -66.5% | -1.5% |
| 3M | -12.1% | +59.6% | -71.7% | -13.5% |
| 6M | +7.3% | +482.4% | -475.1% | -1.7% |
| YTD | +11.5% | +124.1% | -112.5% | +3.5% |
| 1Y | +21.3% | +138.6% | -117.3% | +12.1% |
| 3Y | +104.1% | +96.0% | +8.1% | +66.3% |
| 5Y | +61.8% | -35.4% | +97.2% | +42.1% |
| All | +64.0% | +36.1% | +27.9% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling