+329.1%
MCK vs RUN
-34.5%
+363.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | -2.9% | -3.7% | +0.8% | -2.8% |
| 30D | +0.4% | -13.0% | +13.4% | +0.7% |
| 3M | +12.1% | -31.8% | +43.9% | +12.9% |
| 6M | -5.4% | -32.2% | +26.8% | -4.9% |
| YTD | +7.8% | -53.5% | +61.3% | +8.9% |
| 1Y | +22.9% | -46.5% | +69.5% | +23.4% |
| 3Y | +110.7% | -37.6% | +148.3% | +100.7% |
| 5Y | +346.2% | -80.9% | +427.0% | +341.4% |
| 10Y | +440.1% | +41.3% | +398.9% | +313.6% |
| All | +329.1% | -34.5% | +363.5% | +232.8% |
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