+6,475.2%
MCD vs SAN
+1,664.5%
+4,810.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.2% |
| 7D | +7.1% | +4.9% | +2.2% | +6.3% |
| 30D | +19.8% | -13.0% | +32.8% | +22.6% |
| 3M | +0.8% | -18.9% | +19.7% | +4.4% |
| 6M | -1.3% | -4.1% | +2.8% | -1.0% |
| YTD | -7.8% | +2.6% | -10.3% | -9.1% |
| 1Y | -5.0% | +16.9% | -21.9% | -8.5% |
| 3Y | +10.5% | +239.1% | -228.5% | -13.3% |
| 5Y | +22.0% | +266.8% | -244.9% | -7.7% |
| 10Y | +216.7% | +246.0% | -29.4% | +131.1% |
| All | +6,475.2% | +1,664.5% | +4,810.7% | +3,072.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling