-15.8%
RUN vs MTB
+129.2%
-145.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.2% |
| 7D | +3.2% | -2.0% | +5.2% | +4.1% |
| 30D | +19.5% | +0.1% | +19.4% | +19.5% |
| 3M | -9.6% | -12.1% | +2.5% | -3.3% |
| 6M | -37.3% | +7.3% | -44.6% | -39.7% |
| YTD | -50.7% | +11.5% | -62.2% | -53.1% |
| 1Y | -54.1% | +21.3% | -75.4% | -58.2% |
| 3Y | -3.9% | +104.1% | -108.1% | -35.3% |
| 5Y | -84.4% | +61.8% | -146.2% | -88.4% |
| 10Y | +77.5% | +115.4% | -37.9% | +6.2% |
| All | -15.8% | +129.2% | -145.0% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling