+44.4%
REPL vs MDY
+104.0%
-59.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +1.2% | +2.3% | -1.0% | -1.1% |
| 30D | +92.2% | +2.0% | +90.2% | +88.9% |
| 3M | +44.1% | -5.6% | +49.7% | +53.0% |
| 6M | +313.0% | +1.3% | +311.7% | +305.9% |
| YTD | +125.2% | +12.3% | +112.9% | +91.9% |
| 1Y | +143.8% | +15.8% | +128.0% | +100.8% |
| 3Y | +104.2% | +56.5% | +47.7% | +14.5% |
| 5Y | -34.5% | +35.1% | -69.7% | -56.6% |
| All | +44.4% | +104.0% | -59.6% | -31.7% |
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