-53.9%
RUN vs MDY
+17.5%
-71.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | -0.1% |
| 7D | +18.5% | +1.7% | +16.8% | +14.1% |
| 30D | +15.5% | +1.2% | +14.3% | +12.8% |
| 3M | -20.3% | -3.5% | -16.8% | -12.7% |
| 6M | -30.8% | +3.5% | -34.3% | -34.6% |
| YTD | -52.2% | +13.6% | -65.8% | -60.8% |
| 1Y | -53.9% | +17.1% | -70.9% | -63.0% |
| All | -53.9% | +17.5% | -71.4% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling