-12.7%
REPL vs MTCH
+17.3%
-30.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.9% | -9.3% | -8.6% |
| 7D | -13.4% | -1.4% | -12.0% | -13.1% |
| 30D | -3.0% | +13.6% | -16.6% | -6.5% |
| 3M | +56.3% | +22.4% | +33.9% | +46.0% |
| 6M | +60.9% | +37.2% | +23.7% | +41.4% |
| YTD | +36.2% | +31.8% | +4.4% | +20.5% |
| 1Y | +121.0% | +12.9% | +108.1% | +104.2% |
| 3Y | -32.8% | -1.1% | -31.7% | -39.8% |
| 5Y | -58.7% | -73.5% | +14.9% | -46.0% |
| All | -12.7% | +17.3% | -30.0% | -26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling