-20.8%
MP vs RUN
-84.6%
+63.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -0.2% |
| 7D | +2.3% | +3.2% | -0.9% | +1.0% |
| 30D | -15.3% | +19.5% | -34.8% | -19.6% |
| 3M | -33.5% | -9.6% | -23.9% | -32.6% |
| 6M | -45.5% | -37.3% | -8.2% | -40.2% |
| YTD | -27.3% | -50.7% | +23.4% | -18.8% |
| 1Y | -40.7% | -54.1% | +13.4% | -32.7% |
| 3Y | +145.9% | -3.9% | +149.8% | +68.1% |
| All | -20.8% | -84.6% | +63.7% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling