+955.7%
MPC vs RUN
-31.9%
+987.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | +5.4% | +1.3% | +4.2% | +5.3% |
| 30D | +31.0% | -15.3% | +46.2% | +32.8% |
| 3M | +46.0% | -40.0% | +86.0% | +52.8% |
| 6M | +77.3% | -27.0% | +104.3% | +80.3% |
| YTD | +141.9% | -51.7% | +193.6% | +153.6% |
| 1Y | +120.9% | -45.9% | +166.8% | +126.5% |
| 3Y | +182.7% | -43.8% | +226.5% | +152.6% |
| 5Y | +646.4% | -80.5% | +726.9% | +611.6% |
| 10Y | +1,138.7% | +45.3% | +1,093.5% | +671.2% |
| All | +955.7% | -31.9% | +987.6% | +583.6% |
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