+211.7%
MCD vs SAN
+236.7%
-25.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | +7.1% | +4.9% | +2.2% | +6.2% |
| 30D | +19.8% | -13.0% | +32.8% | +22.8% |
| 3M | +0.8% | -18.9% | +19.7% | +4.7% |
| 6M | -1.3% | -4.1% | +2.8% | -1.1% |
| YTD | -7.8% | +2.6% | -10.3% | -9.3% |
| 1Y | -5.0% | +16.9% | -21.9% | -9.1% |
| 3Y | +10.5% | +239.1% | -228.5% | -17.1% |
| 5Y | +22.0% | +266.8% | -244.9% | -12.4% |
| All | +211.7% | +236.7% | -25.0% | +116.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling