+64.3%
MTB vs REPL
+45.5%
+18.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.6% | -5.5% | -1.1% |
| 7D | -0.7% | +12.7% | -13.4% | -1.0% |
| 30D | +1.4% | +73.5% | -72.0% | -0.4% |
| 3M | -11.6% | +70.3% | -81.9% | -13.2% |
| 6M | +5.4% | +472.0% | -466.6% | -3.3% |
| YTD | +11.7% | +139.5% | -127.8% | +3.5% |
| 1Y | +20.5% | +167.3% | -146.7% | +11.0% |
| 3Y | +104.5% | +109.5% | -5.0% | +66.3% |
| 5Y | +65.1% | -29.9% | +95.0% | +44.5% |
| All | +64.3% | +45.5% | +18.8% | +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 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