-35.9%
RUN vs MDY
+48.7%
-84.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -2.4% |
| 7D | -1.8% | -0.8% | -1.0% | -0.3% |
| 30D | -10.8% | -3.9% | -7.0% | -3.2% |
| 3M | -30.2% | 0.0% | -30.1% | -29.1% |
| 6M | -22.3% | +8.5% | -30.9% | -32.9% |
| YTD | -52.2% | +13.2% | -65.4% | -61.3% |
| 1Y | -45.1% | +15.0% | -60.1% | -56.7% |
| All | -35.9% | +48.7% | -84.5% | -78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling