-14.4%
RUN vs MDY
+188.3%
-202.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +4.8% |
| 7D | +10.2% | +1.0% | +9.1% | +8.3% |
| 30D | -9.6% | -3.1% | -6.5% | -4.7% |
| 3M | -31.5% | +1.8% | -33.3% | -32.8% |
| 6M | -18.7% | +10.8% | -29.5% | -29.8% |
| YTD | -49.9% | +14.4% | -64.3% | -58.4% |
| 1Y | -45.5% | +15.2% | -60.7% | -54.9% |
| 3Y | -34.1% | +51.2% | -85.3% | -62.4% |
| 5Y | -79.4% | +47.2% | -126.7% | -86.4% |
| 10Y | +48.9% | +171.1% | -122.2% | -48.0% |
| All | -14.4% | +188.3% | -202.7% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling