-45.9%
RUN vs MDY
+17.9%
-63.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.7% |
| 7D | +1.3% | +0.1% | +1.1% | +1.0% |
| 30D | -15.3% | -1.5% | -13.8% | -11.8% |
| 3M | -40.0% | +0.8% | -40.8% | -40.0% |
| 6M | -27.0% | +7.4% | -34.4% | -36.7% |
| YTD | -51.7% | +15.2% | -66.9% | -62.7% |
| 1Y | -45.9% | +16.5% | -62.4% | -59.0% |
| All | -45.9% | +17.9% | -63.8% | -59.0% |
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