-35.9%
RUN vs MTB
+112.6%
-148.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.4% |
| 7D | -1.8% | +1.1% | -2.9% | -2.6% |
| 30D | -10.8% | -4.6% | -6.2% | -7.7% |
| 3M | -30.2% | +6.3% | -36.4% | -33.5% |
| 6M | -22.3% | +15.6% | -37.9% | -31.0% |
| YTD | -52.2% | +20.6% | -72.7% | -58.1% |
| 1Y | -45.1% | +22.5% | -67.6% | -52.6% |
| All | -35.9% | +112.6% | -148.4% | -77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling