+13.3%
MCD vs SAN
+258.0%
-244.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +7.3% | +10.8% | -3.5% | +6.1% |
| 30D | +20.0% | -5.7% | +25.7% | +20.4% |
| 3M | +3.8% | -13.4% | +17.3% | +5.0% |
| 6M | +3.8% | +3.5% | +0.2% | +3.0% |
| YTD | -5.9% | +9.7% | -15.6% | -7.4% |
| 1Y | -3.2% | +20.9% | -24.1% | -5.9% |
| 3Y | +13.3% | +254.3% | -241.0% | -5.3% |
| All | +13.3% | +258.0% | -244.7% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling