-16.1%
MCD vs RUN
-49.0%
+32.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | +0.1% |
| 7D | -2.0% | +10.2% | -12.2% | -1.9% |
| 30D | -6.1% | -9.6% | +3.5% | -6.3% |
| 3M | -7.3% | -31.5% | +24.2% | -7.6% |
| 6M | -20.9% | -18.7% | -2.2% | -21.2% |
| YTD | -14.7% | -49.9% | +35.2% | -15.5% |
| 1Y | -16.1% | -45.5% | +29.4% | -16.3% |
| All | -16.1% | -49.0% | +32.9% | -16.3% |
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 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