+107.9%
MTB vs REPL
-33.1%
+141.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.4% | +8.8% | +0.5% |
| 7D | -0.4% | -13.4% | +13.0% | -0.4% |
| 30D | -4.6% | -3.0% | -1.6% | -4.6% |
| 3M | +7.4% | +56.3% | -48.9% | +6.9% |
| 6M | +18.7% | +60.9% | -42.2% | +17.2% |
| YTD | +21.1% | +36.2% | -15.1% | +19.7% |
| 1Y | +24.1% | +121.0% | -97.0% | +21.1% |
| All | +107.9% | -33.1% | +141.0% | +102.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling