+195.2%
MCD vs RUN
+66.4%
+128.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.1% | +5.6% | -0.1% |
| 7D | -1.6% | -13.7% | +12.1% | -1.0% |
| 30D | +16.0% | +9.4% | +6.7% | +15.4% |
| 3M | 0.0% | -13.4% | +13.4% | +0.4% |
| 6M | +0.9% | -39.6% | +40.5% | +2.7% |
| YTD | -8.7% | -53.7% | +45.0% | -6.7% |
| 1Y | -8.6% | -56.2% | +47.6% | -6.4% |
| 3Y | +9.9% | -9.7% | +19.6% | +0.7% |
| 5Y | +22.6% | -85.5% | +108.1% | +24.2% |
| All | +195.2% | +66.4% | +128.8% | +115.5% |
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