Rush McDonald Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
AMZN Amazon.com, Inc	Consumer Cyclical	6.35%
BIL SPDR Barclays 1-3 Month T-Bill ETF	Government Bonds	10.40%
BN Brookfield Corp	Financial Services	8.36%
BRK-B Berkshire Hathaway Inc.	Financial Services	9.15%
CPRT Copart, Inc.	Industrials	4%
ECL Ecolab Inc.	Basic Materials	4.98%
FDS FactSet Research Systems Inc.	Financial Services	2.18%
GOOGL Alphabet Inc Class A	Communication Services	4.26%
JPM JPMorgan Chase & Co.	Financial Services	4.92%
MLM Martin Marietta Materials, Inc.	Basic Materials	6.12%
NFLX Netflix, Inc.	Communication Services	4.97%
NKE NIKE, Inc.	Consumer Cyclical	3.02%
PAYX Paychex, Inc.	Industrials	4.13%
PGR The Progressive Corporation	Financial Services	9.99%
REGN Regeneron Pharmaceuticals, Inc.	Healthcare	9.11%
UNP Union Pacific Corporation	Industrials	3.53%
WFC Wells Fargo & Company	Financial Services	4.53%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Rush McDonald Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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The earliest data available for this chart is May 30, 2007, corresponding to the inception date of BIL

Returns By Period

As of Apr 7, 2026, the Rush McDonald Portfolio returned -6.06% Year-To-Date and 16.10% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.44%	-1.90%	-3.41%	-1.91%	30.31%	17.22%	10.14%	12.44%
Portfolio Rush McDonald Portfolio	0.35%	-2.85%	-6.06%	-3.60%	11.93%	16.70%	11.81%	16.10%
Portfolio components:
GOOGL Alphabet Inc Class A	1.43%	0.56%	-4.09%	19.95%	106.75%	40.77%	21.99%	23.06%
AMZN Amazon.com, Inc	1.44%	-0.20%	-7.81%	-3.67%	24.44%	27.75%	5.35%	21.75%
BRK-B Berkshire Hathaway Inc.	-0.20%	-4.53%	-5.23%	-4.73%	-3.48%	15.09%	12.56%	12.94%
BN Brookfield Corp	-0.32%	-0.89%	-11.02%	-9.91%	33.01%	25.56%	11.98%	14.50%
CPRT Copart, Inc.	-1.68%	-12.98%	-16.12%	-26.12%	-39.75%	-4.06%	2.98%	20.55%
ECL Ecolab Inc.	1.04%	-5.29%	1.99%	-4.02%	13.47%	18.16%	5.62%	10.30%
FDS FactSet Research Systems Inc.	1.43%	2.24%	-20.01%	-15.26%	-43.71%	-16.14%	-4.73%	5.63%
JPM JPMorgan Chase & Co.	0.80%	2.58%	-7.42%	-3.52%	43.24%	35.39%	16.69%	20.91%
MLM Martin Marietta Materials, Inc.	0.22%	-1.89%	-3.77%	-5.67%	27.83%	21.61%	12.85%	14.52%
NFLX Netflix, Inc.	0.27%	-0.09%	5.51%	-14.96%	15.59%	42.86%	12.58%	25.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 31, 2007, Rush McDonald Portfolio's average daily return is +0.07%, while the average monthly return is +1.35%. At this rate, your investment would double in approximately 4.3 years.

Historically, 67% of months were positive and 33% were negative. The best month was Jan 2012 with a return of +14.0%, while the worst month was Oct 2008 at -15.8%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Rush McDonald Portfolio closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +8.5%, while the worst single day was Mar 16, 2020 at -8.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-1.21%	0.29%	-5.38%	0.21%									-6.06%
2025	4.59%	0.46%	-4.08%	0.56%	1.50%	2.58%	-0.17%	2.92%	-0.25%	-1.00%	4.33%	-0.82%	10.78%
2024	3.65%	6.06%	3.04%	-2.94%	3.56%	0.29%	3.26%	4.62%	-0.50%	-1.12%	7.23%	-4.28%	24.56%
2023	7.87%	-1.88%	1.46%	0.83%	0.50%	6.07%	2.66%	0.71%	-3.51%	0.49%	9.20%	3.79%	31.13%
2022	-5.67%	-1.11%	4.27%	-10.82%	0.96%	-8.33%	9.29%	-1.79%	-5.51%	6.56%	5.87%	-6.00%	-13.65%
2021	-2.48%	3.33%	4.15%	5.01%	2.00%	1.41%	2.23%	4.02%	-4.34%	8.21%	-2.24%	3.93%	27.48%

Benchmark Metrics

Rush McDonald Portfolio has an annualized alpha of 8.68%, beta of 0.88, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since May 31, 2007.

This portfolio captured 108.14% of S&P 500 Index gains but only 72.36% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 8.68% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.88 and R² of 0.86, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 8.68%

Beta: 0.88

R²: 0.86

Upside Capture: 108.14%

Downside Capture: 72.36%

Expense Ratio

Rush McDonald Portfolio has an expense ratio of 0.01%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

BIL

SPDR Barclays 1-3 Month T-Bill ETF

Return for Risk

Risk / Return Rank

Rush McDonald Portfolio ranks 12 for risk / return — in the bottom 12% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.88	1.84	-0.96
Sortino ratio Return per unit of downside risk	1.47	2.97	-1.51
Omega ratio Gain probability vs. loss probability	1.17	1.40	-0.23
Calmar ratio Return relative to maximum drawdown	0.22	1.82	-1.60
Martin ratio Return relative to average drawdown	0.74	7.76	-7.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
GOOGL Alphabet Inc Class A	95	3.57	4.58	1.57	4.50	17.12
AMZN Amazon.com, Inc	57	0.73	1.30	1.16	0.39	0.95
BRK-B Berkshire Hathaway Inc.	21	-0.21	-0.17	0.98	-0.76	-1.30
BN Brookfield Corp	64	1.06	1.62	1.21	0.59	1.81
CPRT Copart, Inc.	4	-1.50	-2.15	0.72	-0.87	-1.37
ECL Ecolab Inc.	54	0.66	1.02	1.13	0.38	1.10
FDS FactSet Research Systems Inc.	6	-1.20	-1.70	0.77	-0.81	-1.39
JPM JPMorgan Chase & Co.	80	1.90	2.56	1.34	1.50	4.16
MLM Martin Marietta Materials, Inc.	68	1.13	1.64	1.21	1.07	3.61
NFLX Netflix, Inc.	49	0.47	0.91	1.12	0.13	0.28

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Rush McDonald Portfolio Sharpe ratios as of Apr 7, 2026 (values are recalculated daily):

1-Year: 0.88
5-Year: 0.79
10-Year: 1.00
All Time: 0.86

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.63 to 2.54, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Rush McDonald Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Rush McDonald Portfolio provided a 1.93% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.93%	1.34%	1.18%	1.17%	0.92%	1.14%	1.06%	1.30%	1.18%	0.85%	0.98%	0.99%
Portfolio components:
GOOGL Alphabet Inc Class A	0.28%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AMZN Amazon.com, Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BN Brookfield Corp	0.61%	0.52%	0.56%	0.70%	1.44%	1.12%	1.55%	1.11%	1.56%	1.29%	1.58%	1.50%
CPRT Copart, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ECL Ecolab Inc.	1.03%	1.02%	1.01%	1.09%	1.42%	0.83%	0.87%	0.96%	1.15%	1.13%	1.21%	1.17%
FDS FactSet Research Systems Inc.	1.91%	1.50%	0.85%	0.80%	0.87%	0.66%	0.91%	1.04%	1.24%	1.13%	1.19%	1.05%
JPM JPMorgan Chase & Co.	2.00%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
MLM Martin Marietta Materials, Inc.	0.55%	0.52%	0.59%	0.56%	0.75%	0.54%	0.79%	0.74%	1.07%	0.78%	0.74%	1.17%
NFLX Netflix, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Rush McDonald Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Rush McDonald Portfolio was 39.53%, occurring on Mar 9, 2009. Recovery took 173 trading sessions.

The current Rush McDonald Portfolio drawdown is 8.02%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-39.53%	Dec 11, 2007	312	Mar 9, 2009	173	Nov 11, 2009	485
-25.43%	Feb 20, 2020	23	Mar 23, 2020	52	Jun 5, 2020	75
-22.31%	Dec 30, 2021	117	Jun 16, 2022	271	Jul 18, 2023	388
-17.04%	Aug 30, 2018	80	Dec 24, 2018	42	Feb 26, 2019	122
-16.81%	Apr 28, 2011	110	Oct 3, 2011	74	Jan 19, 2012	184

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 17 assets, with an effective number of assets of 14.41, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	BIL	NFLX	REGN	PGR	AMZN	NKE	GOOGL	FDS	CPRT	MLM	WFC	UNP	ECL	BRK-B	BN	PAYX	JPM	Portfolio
Benchmark	1.00	-0.02	0.44	0.43	0.52	0.62	0.59	0.67	0.60	0.61	0.60	0.64	0.64	0.67	0.64	0.69	0.66	0.69	0.88
BIL	-0.02	1.00	-0.01	-0.05	-0.01	-0.02	-0.03	-0.01	-0.02	-0.02	-0.02	0.00	-0.02	-0.01	-0.02	-0.02	-0.03	0.01	-0.03
NFLX	0.44	-0.01	1.00	0.25	0.22	0.48	0.30	0.39	0.30	0.33	0.27	0.22	0.26	0.29	0.25	0.29	0.29	0.25	0.52
REGN	0.43	-0.05	0.25	1.00	0.26	0.31	0.30	0.33	0.30	0.30	0.30	0.25	0.28	0.31	0.29	0.29	0.34	0.27	0.57
PGR	0.52	-0.01	0.22	0.26	1.00	0.26	0.35	0.28	0.40	0.36	0.37	0.45	0.41	0.41	0.50	0.37	0.45	0.48	0.60
AMZN	0.62	-0.02	0.48	0.31	0.26	1.00	0.41	0.62	0.39	0.41	0.35	0.32	0.34	0.39	0.34	0.42	0.39	0.35	0.63
NKE	0.59	-0.03	0.30	0.30	0.35	0.41	1.00	0.41	0.41	0.44	0.39	0.40	0.44	0.46	0.42	0.45	0.47	0.43	0.60
GOOGL	0.67	-0.01	0.39	0.33	0.28	0.62	0.41	1.00	0.39	0.42	0.38	0.37	0.38	0.42	0.40	0.45	0.44	0.41	0.63
FDS	0.60	-0.02	0.30	0.30	0.40	0.39	0.41	0.39	1.00	0.46	0.42	0.39	0.43	0.46	0.44	0.46	0.54	0.41	0.60
CPRT	0.61	-0.02	0.33	0.30	0.36	0.41	0.44	0.42	0.46	1.00	0.43	0.37	0.43	0.47	0.42	0.45	0.49	0.41	0.62
MLM	0.60	-0.02	0.27	0.30	0.37	0.35	0.39	0.38	0.42	0.43	1.00	0.46	0.48	0.50	0.44	0.48	0.45	0.48	0.66
WFC	0.64	0.00	0.22	0.25	0.45	0.32	0.40	0.37	0.39	0.37	0.46	1.00	0.48	0.44	0.57	0.50	0.45	0.78	0.65
UNP	0.64	-0.02	0.26	0.28	0.41	0.34	0.44	0.38	0.43	0.43	0.48	0.48	1.00	0.51	0.51	0.50	0.49	0.52	0.64
ECL	0.67	-0.01	0.29	0.31	0.41	0.39	0.46	0.42	0.46	0.47	0.50	0.44	0.51	1.00	0.50	0.50	0.54	0.48	0.66
BRK-B	0.64	-0.02	0.25	0.29	0.50	0.34	0.42	0.40	0.44	0.42	0.44	0.57	0.51	0.50	1.00	0.49	0.52	0.62	0.68
BN	0.69	-0.02	0.29	0.29	0.37	0.42	0.45	0.45	0.46	0.45	0.48	0.50	0.50	0.50	0.49	1.00	0.48	0.52	0.70
PAYX	0.66	-0.03	0.29	0.34	0.45	0.39	0.47	0.44	0.54	0.49	0.45	0.45	0.49	0.54	0.52	0.48	1.00	0.47	0.67
JPM	0.69	0.01	0.25	0.27	0.48	0.35	0.43	0.41	0.41	0.41	0.48	0.78	0.52	0.48	0.62	0.52	0.47	1.00	0.69
Portfolio	0.88	-0.03	0.52	0.57	0.60	0.63	0.60	0.63	0.60	0.62	0.66	0.65	0.64	0.66	0.68	0.70	0.67	0.69	1.00

The correlation results are calculated based on daily price changes starting from May 31, 2007

Rush McDonald Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table