-34.3%
REPL vs MTCH
-70.9%
+36.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.8% |
| 7D | +9.8% | +6.7% | +3.1% | +8.0% |
| 30D | +81.5% | -1.4% | +82.9% | +81.1% |
| 3M | +44.2% | +14.8% | +29.4% | +38.0% |
| 6M | +437.4% | +19.4% | +418.0% | +403.4% |
| YTD | +126.1% | +32.3% | +93.8% | +99.5% |
| 1Y | +143.1% | +29.5% | +113.6% | +116.0% |
| 3Y | +97.8% | +47.2% | +50.6% | +55.7% |
| 5Y | -34.3% | -70.2% | +36.0% | +0.9% |
| All | -34.3% | -70.9% | +36.6% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling