+1,106.2%
MPC vs RUN
+133.0%
+973.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +7.0% | +4.8% |
| 7D | -9.4% | +18.1% | -27.5% | -11.1% |
| 30D | -14.3% | +27.5% | -41.8% | -16.9% |
| 3M | +31.1% | -4.5% | +35.6% | +30.8% |
| 6M | +60.3% | -33.3% | +93.6% | +64.9% |
| YTD | +142.5% | -47.1% | +189.6% | +151.1% |
| 1Y | +104.6% | -43.1% | +147.7% | +109.2% |
| 3Y | +191.7% | -3.0% | +194.7% | +138.1% |
| 5Y | +549.2% | -82.6% | +631.8% | +542.2% |
| 10Y | +1,106.2% | +103.3% | +1,002.9% | +487.8% |
| All | +1,106.2% | +133.0% | +973.2% | +487.8% |
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