-29.9%
REPL vs MDY
+36.2%
-66.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.9% |
| 7D | +12.7% | 0.0% | +12.7% | +12.7% |
| 30D | +73.5% | +1.0% | +72.5% | +72.6% |
| 3M | +70.3% | -4.1% | +74.4% | +77.0% |
| 6M | +472.0% | +0.6% | +471.3% | +466.4% |
| YTD | +139.5% | +12.9% | +126.6% | +107.0% |
| 1Y | +167.3% | +14.6% | +152.7% | +127.2% |
| 3Y | +109.5% | +57.1% | +52.5% | +21.7% |
| 5Y | -29.9% | +37.1% | -67.0% | -51.5% |
| All | -29.9% | +36.2% | -66.1% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling