+267.3%
MP vs RUN
-54.5%
+321.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -0.3% |
| 7D | +2.3% | +3.2% | -0.9% | +0.9% |
| 30D | -15.3% | +19.5% | -34.8% | -19.7% |
| 3M | -33.5% | -9.6% | -23.9% | -32.6% |
| 6M | -45.5% | -37.3% | -8.2% | -40.1% |
| YTD | -27.3% | -50.7% | +23.4% | -18.6% |
| 1Y | -40.7% | -54.1% | +13.4% | -32.5% |
| 3Y | +145.9% | -3.9% | +149.8% | +70.9% |
| 5Y | -13.9% | -84.4% | +70.5% | -9.9% |
| All | +267.3% | -54.5% | +321.8% | +240.2% |
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