+55.6%
MDT vs RUN
-29.4%
+85.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.7% | -5.6% | -2.1% |
| 7D | +0.4% | +10.2% | -9.8% | -0.3% |
| 30D | +6.0% | -9.6% | +15.6% | +6.6% |
| 3M | +15.5% | -31.5% | +47.0% | +17.9% |
| 6M | +3.4% | -18.7% | +22.1% | +3.9% |
| YTD | -2.2% | -49.9% | +47.7% | +0.5% |
| 1Y | +2.6% | -45.5% | +48.1% | +4.1% |
| 3Y | +27.5% | -34.1% | +61.6% | +17.7% |
| 5Y | -20.1% | -79.4% | +59.4% | -22.6% |
| 10Y | +39.1% | +48.9% | -9.9% | +6.3% |
| All | +55.6% | -29.4% | +85.0% | +19.4% |
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