+266.4%
MCD vs RUN
-23.6%
+290.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.6% |
| 7D | +7.1% | +33.4% | -26.3% | +5.8% |
| 30D | +19.8% | +31.1% | -11.4% | +18.3% |
| 3M | +0.8% | +6.4% | -5.6% | +0.3% |
| 6M | -1.3% | -22.2% | +20.9% | -0.8% |
| YTD | -7.8% | -45.8% | +38.0% | -6.5% |
| 1Y | -5.0% | -51.1% | +46.2% | -3.4% |
| 3Y | +10.5% | -3.0% | +13.6% | +2.5% |
| 5Y | +22.0% | -82.2% | +104.2% | +21.2% |
| 10Y | +216.7% | +111.9% | +104.8% | +155.9% |
| All | +266.4% | -23.6% | +290.0% | +201.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling