+40.3%
RUN vs MKTX
+5.0%
+35.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -3.7% | -0.2% | -3.5% | -3.6% |
| 30D | -13.0% | +0.7% | -13.7% | -13.3% |
| 3M | -31.8% | +40.8% | -72.6% | -41.9% |
| 6M | -32.2% | -8.0% | -24.2% | -31.3% |
| YTD | -53.5% | -8.7% | -44.7% | -53.3% |
| 1Y | -46.5% | -11.8% | -34.7% | -45.9% |
| 3Y | -37.6% | -24.0% | -13.6% | -34.3% |
| 5Y | -80.9% | -60.3% | -20.5% | -74.0% |
| All | +40.3% | +5.0% | +35.3% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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