+211.3%
MCD vs RUN
+133.0%
+78.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +1.9% |
| 7D | +5.9% | +18.1% | -12.1% | +5.1% |
| 30D | +19.6% | +27.5% | -7.8% | +18.2% |
| 3M | +3.3% | -4.5% | +7.8% | +3.3% |
| 6M | +3.5% | -33.3% | +36.8% | +4.9% |
| YTD | -6.1% | -47.1% | +41.0% | -4.6% |
| 1Y | -3.7% | -43.1% | +39.5% | -2.6% |
| 3Y | +13.4% | -3.0% | +16.3% | +3.8% |
| 5Y | +25.2% | -82.6% | +107.8% | +25.3% |
| 10Y | +211.3% | +103.3% | +107.9% | +129.3% |
| All | +211.3% | +133.0% | +78.2% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling