+601.0%
MPC vs RUN
-85.3%
+686.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | +11.2% | -13.5% | +24.8% | +11.9% |
| 30D | -14.5% | +18.3% | -32.8% | -15.4% |
| 3M | +16.7% | -12.5% | +29.1% | +17.0% |
| 6M | +67.6% | -40.3% | +107.9% | +70.7% |
| YTD | +157.9% | -53.1% | +211.0% | +163.9% |
| 1Y | +116.7% | -54.3% | +170.9% | +121.6% |
| 3Y | +199.8% | -6.5% | +206.3% | +173.0% |
| All | +601.0% | -85.3% | +686.3% | +584.2% |
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