-44.8%
MP vs RUN
-45.6%
+0.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.7% |
| 7D | -10.5% | +33.4% | -43.9% | -17.4% |
| 30D | -23.5% | +31.1% | -54.7% | -29.1% |
| 3M | -25.4% | +6.4% | -31.8% | -27.2% |
| 6M | -51.3% | -22.2% | -29.0% | -49.6% |
| YTD | -29.9% | -45.8% | +15.9% | -25.0% |
| All | -44.8% | -45.6% | +0.7% | -41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling