-8.1%
MCD vs RUN
-50.6%
+42.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -2.6% |
| 7D | -1.9% | +3.2% | -5.1% | -1.9% |
| 30D | +16.6% | +19.5% | -2.9% | +16.6% |
| 3M | +0.9% | -9.6% | +10.5% | +0.6% |
| 6M | +1.5% | -37.3% | +38.8% | +0.8% |
| YTD | -8.3% | -50.7% | +42.4% | -9.9% |
| 1Y | -8.1% | -54.1% | +45.9% | -9.2% |
| All | -8.1% | -50.6% | +42.5% | -9.2% |
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