+178.1%
MCD vs SAN
+347.3%
-169.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -2.8% | +1.8% | -4.6% | -3.2% |
| 30D | -6.0% | +2.0% | -8.0% | -6.4% |
| 3M | -5.6% | +19.7% | -25.3% | -9.0% |
| 6M | -21.9% | +30.6% | -52.5% | -26.2% |
| YTD | -14.7% | +28.8% | -43.5% | -19.5% |
| 1Y | -17.3% | +57.8% | -75.0% | -25.2% |
| 3Y | -2.2% | +338.1% | -340.3% | -29.9% |
| 5Y | +20.3% | +384.2% | -363.9% | -18.0% |
| All | +178.1% | +347.3% | -169.2% | +82.1% |
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