+153.3%
MP vs RUN
-42.7%
+196.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -2.9% | +1.3% | -4.1% | -3.1% |
| 30D | +13.8% | -15.3% | +29.1% | +17.3% |
| 3M | -16.7% | -40.0% | +23.3% | -8.7% |
| 6M | -11.5% | -27.0% | +15.5% | -7.1% |
| YTD | +7.9% | -51.7% | +59.6% | +19.3% |
| 1Y | -15.0% | -45.9% | +30.9% | -9.0% |
| All | +153.3% | -42.7% | +196.0% | +111.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling