-3.5%
MCD vs RUN
-46.9%
+43.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +1.8% |
| 7D | +5.9% | +18.1% | -12.1% | +5.9% |
| 30D | +19.6% | +27.5% | -7.8% | +19.5% |
| 3M | +3.3% | -4.5% | +7.8% | +2.9% |
| 6M | +3.5% | -33.3% | +36.8% | +3.0% |
| YTD | -6.1% | -47.1% | +41.0% | -7.6% |
| All | -3.5% | -46.9% | +43.4% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling