-45.9%
RUN vs MTB
+23.4%
-69.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +1.3% | +1.7% | -0.5% | 0.0% |
| 30D | -15.3% | -4.2% | -11.1% | -12.5% |
| 3M | -40.0% | +8.9% | -48.9% | -44.3% |
| 6M | -27.0% | +10.9% | -37.8% | -33.6% |
| YTD | -51.7% | +21.5% | -73.2% | -56.1% |
| 1Y | -45.9% | +21.9% | -67.8% | -58.7% |
| All | -45.9% | +23.4% | -69.3% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling