+238.8%
MCD vs RUN
-31.9%
+270.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.4% |
| 3M | -5.6% | -40.0% | +34.4% | -3.8% |
| 6M | -21.9% | -27.0% | +5.1% | -21.3% |
| YTD | -14.7% | -51.7% | +37.0% | -13.0% |
| 1Y | -17.3% | -45.9% | +28.6% | -16.4% |
| 3Y | -2.2% | -43.8% | +41.6% | -6.7% |
| 5Y | +20.3% | -80.5% | +100.8% | +18.2% |
| 10Y | +180.7% | +45.3% | +135.4% | +128.8% |
| All | +238.8% | -31.9% | +270.7% | +180.8% |
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