+138.6%
REPL vs MDY
+15.7%
+122.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.2% | -6.5% |
| 7D | +5.3% | +0.2% | +5.1% | +5.1% |
| 30D | +66.6% | +2.1% | +64.5% | +66.4% |
| 3M | +59.6% | -3.6% | +63.2% | +56.0% |
| 6M | +482.4% | +1.7% | +480.7% | +477.0% |
| YTD | +124.1% | +13.8% | +110.3% | +128.1% |
| 1Y | +138.6% | +15.5% | +123.0% | +140.8% |
| All | +138.6% | +15.7% | +122.8% | +140.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling