+211.3%
MCD vs SAN
+267.2%
-56.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.1% | -4.4% | +0.6% |
| 7D | +5.9% | +8.7% | -2.8% | +4.3% |
| 30D | +19.6% | -6.5% | +26.1% | +21.0% |
| 3M | +3.3% | -14.2% | +17.5% | +6.1% |
| 6M | +3.5% | +2.7% | +0.8% | +2.4% |
| YTD | -6.1% | +8.9% | -15.0% | -8.8% |
| 1Y | -3.7% | +23.4% | -27.0% | -8.8% |
| 3Y | +13.4% | +257.9% | -244.6% | -15.8% |
| 5Y | +25.2% | +297.8% | -272.6% | -11.6% |
| 10Y | +211.3% | +259.6% | -48.3% | +113.2% |
| All | +211.3% | +267.2% | -56.0% | +113.2% |
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