-4.7%
REPL vs MDY
+105.6%
-110.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.1% |
| 7D | -9.6% | -0.8% | -8.8% | -8.9% |
| 30D | +5.7% | -3.9% | +9.6% | +9.9% |
| 3M | +56.4% | 0.0% | +56.4% | +55.5% |
| 6M | +67.4% | +8.5% | +58.9% | +48.6% |
| YTD | +48.7% | +13.2% | +35.4% | +25.3% |
| 1Y | +148.3% | +15.0% | +133.3% | +104.3% |
| 3Y | -26.7% | +49.6% | -76.3% | -56.9% |
| 5Y | -54.1% | +46.0% | -100.2% | -72.2% |
| All | -4.7% | +105.6% | -110.3% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling