+264.6%
MP vs RUN
-56.3%
+320.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -10.6% | +7.2% | -0.8% |
| 7D | -3.6% | +0.3% | -4.0% | -4.2% |
| 30D | -21.0% | +14.0% | -35.0% | -24.2% |
| 3M | -33.3% | -11.8% | -21.5% | -31.9% |
| 6M | -45.9% | -40.4% | -5.5% | -39.8% |
| YTD | -27.8% | -52.7% | +24.8% | -18.4% |
| 1Y | -43.2% | -52.5% | +9.3% | -35.9% |
| 3Y | +144.0% | -7.7% | +151.8% | +71.3% |
| 5Y | -6.1% | -83.9% | +77.8% | -2.6% |
| All | +264.6% | -56.3% | +320.9% | +241.1% |
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 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