+103.3%
MTB vs REPL
-53.9%
+157.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.6% |
| 7D | +2.8% | -5.7% | +8.5% | +2.8% |
| 30D | -4.2% | +22.5% | -26.7% | -4.4% |
| 3M | +7.8% | +64.7% | -56.9% | +6.7% |
| 6M | +14.8% | +83.0% | -68.2% | +12.1% |
| YTD | +20.8% | +52.0% | -31.2% | +18.2% |
| 1Y | +23.1% | +144.5% | -121.4% | +18.1% |
| 3Y | +114.8% | -25.1% | +139.9% | +103.2% |
| 5Y | +103.3% | -52.9% | +156.2% | +99.9% |
| All | +103.3% | -53.9% | +157.2% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling