+20.5%
MTB vs REPL
+175.2%
-154.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.6% | -5.5% | -0.9% |
| 7D | -0.7% | +12.7% | -13.4% | -0.6% |
| 30D | +1.4% | +73.5% | -72.0% | +1.6% |
| 3M | -11.6% | +70.3% | -81.9% | -11.4% |
| 6M | +5.4% | +472.0% | -466.6% | +6.5% |
| YTD | +11.7% | +139.5% | -127.8% | +10.1% |
| 1Y | +20.5% | +167.3% | -146.7% | +17.2% |
| All | +20.5% | +175.2% | -154.6% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling