+475.1%
MULL vs REPL
+125.1%
+349.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +0.2% | -14.0% | -13.8% |
| 7D | -35.9% | +28.8% | -64.7% | -36.9% |
| 30D | -47.3% | +57.3% | -104.7% | -48.8% |
| 3M | -30.6% | +73.6% | -104.2% | -32.9% |
| 6M | +13.7% | +582.8% | -569.1% | -0.3% |
| YTD | +272.1% | +112.9% | +159.3% | +169.7% |
| 1Y | +475.1% | +130.7% | +344.4% | +319.9% |
| All | +475.1% | +125.1% | +349.9% | +319.9% |
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 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