-80.7%
RUN vs MDY
+43.9%
-124.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | 0.0% |
| 7D | -3.4% | -2.5% | -0.8% | +1.9% |
| 30D | -14.0% | -5.0% | -8.9% | -4.0% |
| 3M | -27.5% | +0.5% | -27.9% | -27.3% |
| 6M | -29.0% | +8.0% | -37.0% | -38.2% |
| YTD | -53.1% | +12.2% | -65.2% | -61.7% |
| 1Y | -46.7% | +14.0% | -60.7% | -57.7% |
| 3Y | -38.3% | +48.2% | -86.5% | -71.5% |
| 5Y | -80.7% | +46.1% | -126.8% | -89.7% |
| All | -80.7% | +43.9% | -124.6% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling