-27.0%
REPL vs MKTX
-25.1%
-1.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | -9.6% | +0.3% | -9.8% | -9.6% |
| 30D | +5.7% | +1.0% | +4.8% | +5.8% |
| 3M | +56.4% | +40.8% | +15.6% | +59.6% |
| 6M | +67.4% | -10.9% | +78.3% | +75.7% |
| YTD | +48.7% | -8.6% | +57.3% | +55.5% |
| 1Y | +148.3% | -11.6% | +159.8% | +162.0% |
| All | -27.0% | -25.1% | -1.8% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling