-80.7%
RUN vs MTB
+101.1%
-181.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.4% | -2.2% |
| 7D | -3.4% | -0.4% | -2.9% | -3.1% |
| 30D | -14.0% | -4.6% | -9.4% | -11.5% |
| 3M | -27.5% | +7.4% | -34.9% | -30.8% |
| 6M | -29.0% | +18.7% | -47.6% | -36.5% |
| YTD | -53.1% | +21.1% | -74.2% | -58.1% |
| 1Y | -46.7% | +24.1% | -70.8% | -53.2% |
| 3Y | -38.3% | +115.3% | -153.7% | -64.5% |
| 5Y | -80.7% | +106.0% | -186.7% | -88.3% |
| All | -80.7% | +101.1% | -181.8% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling