-17.3%
MCD vs SAN
+58.9%
-76.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | -2.8% | +1.8% | -4.6% | -2.9% |
| 30D | -6.0% | +2.0% | -8.0% | -6.1% |
| 3M | -5.6% | +19.7% | -25.3% | -6.7% |
| 6M | -21.9% | +30.6% | -52.5% | -23.3% |
| YTD | -14.7% | +28.8% | -43.5% | -16.5% |
| 1Y | -17.3% | +57.8% | -75.0% | -20.3% |
| All | -17.3% | +58.9% | -76.2% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling