+1,049.8%
MDB vs RUN
+61.6%
+988.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -4.0% |
| 7D | -17.4% | +1.3% | -18.7% | -17.9% |
| 30D | -2.0% | -15.3% | +13.2% | +1.1% |
| 3M | -3.0% | -40.0% | +37.0% | +7.2% |
| 6M | +48.7% | -27.0% | +75.6% | +55.0% |
| YTD | -12.1% | -51.7% | +39.5% | -1.9% |
| 1Y | +14.5% | -45.9% | +60.4% | +22.1% |
| 3Y | -6.1% | -43.8% | +37.6% | -26.8% |
| 5Y | -27.3% | -80.5% | +53.1% | -28.8% |
| All | +1,049.8% | +61.6% | +988.2% | +476.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling