+1,134.0%
MPC vs RUN
+46.3%
+1,087.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +1.9% |
| 7D | +3.9% | +10.2% | -6.3% | +2.8% |
| 30D | +33.8% | -9.6% | +43.4% | +35.0% |
| 3M | +49.9% | -31.5% | +81.4% | +55.0% |
| 6M | +80.9% | -18.7% | +99.6% | +82.0% |
| YTD | +147.4% | -49.9% | +197.3% | +159.1% |
| 1Y | +123.2% | -45.5% | +168.7% | +129.2% |
| 3Y | +171.7% | -34.1% | +205.8% | +134.2% |
| 5Y | +678.6% | -79.4% | +758.0% | +635.6% |
| 10Y | +1,134.0% | +48.9% | +1,085.1% | +512.8% |
| All | +1,134.0% | +46.3% | +1,087.7% | +512.8% |
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