+40.3%
RUN vs MDY
+177.2%
-136.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -2.2% |
| 7D | -3.7% | -1.9% | -1.9% | -0.6% |
| 30D | -13.0% | -4.6% | -8.4% | -5.6% |
| 3M | -31.8% | -1.2% | -30.6% | -29.7% |
| 6M | -32.2% | +9.2% | -41.4% | -40.4% |
| YTD | -53.5% | +13.1% | -66.5% | -60.9% |
| 1Y | -46.5% | +13.0% | -59.5% | -54.7% |
| 3Y | -37.6% | +49.2% | -86.8% | -64.6% |
| 5Y | -80.9% | +47.2% | -128.1% | -87.6% |
| All | +40.3% | +177.2% | -136.9% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling