-46.5%
RUN vs MTB
+24.6%
-71.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.1% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -13.0% | -4.8% | -8.2% | -9.7% |
| 3M | -31.8% | +6.0% | -37.7% | -35.5% |
| 6M | -32.2% | +19.6% | -51.8% | -43.1% |
| YTD | -53.5% | +21.5% | -75.0% | -58.3% |
| 1Y | -46.5% | +24.7% | -71.2% | -55.8% |
| All | -46.5% | +24.6% | -71.1% | -55.8% |
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