-38.4%
MDB vs RUN
-83.2%
+44.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +1.0% |
| 7D | +3.0% | +3.2% | -0.2% | +1.7% |
| 30D | -11.3% | +19.5% | -30.8% | -15.3% |
| 3M | -23.0% | -9.6% | -13.4% | -22.5% |
| 6M | +14.8% | -37.3% | +52.1% | +22.7% |
| YTD | -19.4% | -50.7% | +31.3% | -12.1% |
| 1Y | -9.0% | -54.1% | +45.1% | +0.4% |
| 3Y | -10.3% | -3.9% | -6.4% | -42.7% |
| 5Y | -38.4% | -84.4% | +46.0% | -4.3% |
| All | -38.4% | -83.2% | +44.9% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling