+21.6%
MCD vs RUN
-80.5%
+102.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.8% | +1.3% | -4.1% | -2.9% |
| 30D | -6.0% | -15.3% | +9.2% | -5.8% |
| 3M | -5.6% | -40.0% | +34.4% | -4.8% |
| 6M | -21.9% | -27.0% | +5.1% | -21.6% |
| YTD | -14.7% | -51.7% | +37.0% | -14.0% |
| 1Y | -17.3% | -45.9% | +28.6% | -16.9% |
| 3Y | -2.2% | -43.8% | +41.6% | -4.6% |
| All | +21.6% | -80.5% | +102.1% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling