-17.5%
RUN vs MKC
+55.6%
-73.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.1% |
| 7D | +1.3% | -5.9% | +7.1% | +3.3% |
| 30D | -15.3% | -0.9% | -14.4% | -15.1% |
| 3M | -40.0% | +12.7% | -52.7% | -42.9% |
| 6M | -27.0% | -19.3% | -7.7% | -22.0% |
| YTD | -51.7% | -22.2% | -29.5% | -48.3% |
| 1Y | -45.9% | -23.3% | -22.6% | -42.0% |
| 3Y | -43.8% | -30.0% | -13.8% | -37.9% |
| 5Y | -80.5% | -33.8% | -46.7% | -78.7% |
| 10Y | +45.3% | +24.4% | +20.8% | +37.1% |
| All | -17.5% | +55.6% | -73.1% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling