-24.5%
MDB vs RUN
-80.3%
+55.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.7% | -7.2% | -4.2% |
| 7D | -18.0% | +10.2% | -28.2% | -19.9% |
| 30D | -10.7% | -9.6% | -1.1% | -9.2% |
| 3M | +1.0% | -31.5% | +32.5% | +7.7% |
| 6M | +31.6% | -18.7% | +50.3% | +33.8% |
| YTD | -15.2% | -49.9% | +34.7% | -6.8% |
| 1Y | +10.1% | -45.5% | +55.6% | +16.9% |
| 3Y | -5.6% | -34.1% | +28.5% | -30.8% |
| 5Y | -24.5% | -79.4% | +54.9% | -22.1% |
| All | -24.5% | -80.3% | +55.8% | -22.1% |
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