-33.7%
REPL vs MKTX
-54.6%
+20.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.2% | +0.2% | +1.0% | +1.2% |
| 30D | +92.2% | +0.9% | +91.3% | +92.0% |
| 3M | +44.1% | +2.6% | +41.5% | +43.7% |
| 6M | +313.0% | +20.4% | +292.6% | +303.3% |
| YTD | +125.2% | -7.1% | +132.3% | +130.3% |
| 1Y | +143.8% | -2.8% | +146.5% | +145.9% |
| 3Y | +104.2% | -21.7% | +125.9% | +107.9% |
| All | -33.7% | -54.6% | +20.8% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling