+40.3%
RUN vs MKC
+29.9%
+10.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -3.7% | -1.5% | -2.3% | -3.2% |
| 30D | -13.0% | -3.1% | -9.9% | -12.2% |
| 3M | -31.8% | +5.2% | -37.0% | -33.4% |
| 6M | -32.2% | -12.8% | -19.4% | -29.5% |
| YTD | -53.5% | -23.3% | -30.2% | -49.9% |
| 1Y | -46.5% | -24.1% | -22.4% | -42.5% |
| 3Y | -37.6% | -32.1% | -5.5% | -30.2% |
| 5Y | -80.9% | -32.8% | -48.1% | -79.3% |
| All | +40.3% | +29.9% | +10.5% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling