+911.8%
MPC vs RUN
-23.6%
+935.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | -16.2% | +33.4% | -49.6% | -18.7% |
| 30D | -15.7% | +31.1% | -46.9% | -18.3% |
| 3M | +24.9% | +6.4% | +18.5% | +23.2% |
| 6M | +52.7% | -22.2% | +74.9% | +54.3% |
| YTD | +131.9% | -45.8% | +177.6% | +139.0% |
| 1Y | +96.6% | -51.1% | +147.8% | +103.9% |
| 3Y | +163.8% | -3.0% | +166.8% | +120.2% |
| 5Y | +533.1% | -82.2% | +615.4% | +519.0% |
| 10Y | +1,118.6% | +111.9% | +1,006.8% | +637.6% |
| All | +911.8% | -23.6% | +935.4% | +544.4% |
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