+1,017.5%
MDB vs RUN
+60.0%
+957.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.2% | +1.7% |
| 7D | -4.5% | -1.8% | -2.7% | -4.2% |
| 30D | -14.0% | -10.8% | -3.1% | -12.2% |
| 3M | +5.3% | -30.2% | +35.5% | +12.3% |
| 6M | +31.9% | -22.3% | +54.2% | +35.6% |
| YTD | -14.6% | -52.2% | +37.6% | -4.5% |
| 1Y | +8.2% | -45.1% | +53.3% | +15.3% |
| 3Y | -5.0% | -37.1% | +32.1% | -28.7% |
| 5Y | -24.5% | -80.3% | +55.7% | -26.4% |
| All | +1,017.5% | +60.0% | +957.5% | +460.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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