-52.1%
RUN vs MTB
+25.0%
-77.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | -2.2% | +14.5% | +14.0% |
| 7D | +30.0% | -1.9% | +32.0% | +31.8% |
| 30D | +27.0% | +0.5% | +26.6% | +26.2% |
| 3M | -5.9% | -12.2% | +6.3% | +3.7% |
| 6M | -26.7% | +3.4% | -30.0% | -30.3% |
| YTD | -46.4% | +11.3% | -57.7% | -46.2% |
| 1Y | -52.1% | +23.3% | -75.4% | -49.4% |
| All | -52.1% | +25.0% | -77.1% | -49.4% |
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