+254.1%
MP vs RUN
-49.9%
+304.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.7% |
| 7D | -10.5% | +33.4% | -43.9% | -17.2% |
| 30D | -23.5% | +31.1% | -54.7% | -29.0% |
| 3M | -25.4% | +6.4% | -31.8% | -27.2% |
| 6M | -51.3% | -22.2% | -29.0% | -49.2% |
| YTD | -29.9% | -45.8% | +15.9% | -23.2% |
| 1Y | -31.8% | -51.1% | +19.3% | -24.2% |
| 3Y | +127.0% | -3.0% | +130.0% | +58.6% |
| 5Y | -3.3% | -82.2% | +79.0% | -1.7% |
| All | +254.1% | -49.9% | +304.0% | +220.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling