-0.8%
REPL vs MDY
+109.2%
-110.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.8% |
| 7D | -3.0% | +0.1% | -3.1% | -3.2% |
| 30D | +27.1% | -1.5% | +28.6% | +28.7% |
| 3M | +52.4% | +0.8% | +51.6% | +50.3% |
| 6M | +107.4% | +7.4% | +100.0% | +85.7% |
| YTD | +54.7% | +15.2% | +39.5% | +28.2% |
| 1Y | +158.9% | +16.5% | +142.3% | +110.4% |
| 3Y | -23.7% | +46.8% | -70.5% | -54.2% |
| 5Y | -54.3% | +46.0% | -100.4% | -72.2% |
| All | -0.8% | +109.2% | -110.0% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling