+130.7%
REPL vs MTCH
+27.4%
+103.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | +2.0% |
| 7D | +28.8% | -4.4% | +33.2% | +26.7% |
| 30D | +57.3% | -0.3% | +57.6% | +57.6% |
| 3M | +73.6% | -2.0% | +75.6% | +74.4% |
| 6M | +582.8% | +6.4% | +576.4% | +598.8% |
| YTD | +112.9% | +27.3% | +85.5% | +165.8% |
| 1Y | +130.7% | +30.3% | +100.3% | +193.3% |
| All | +130.7% | +27.4% | +103.2% | +193.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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