+213.3%
MCD vs SBAC
+103.9%
+109.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +7.3% | +3.6% | +3.6% | +6.3% |
| 30D | +20.0% | +4.9% | +15.1% | +18.3% |
| 3M | +3.8% | +6.5% | -2.6% | +1.8% |
| 6M | +3.8% | -11.1% | +14.9% | +6.5% |
| YTD | -5.9% | +0.9% | -6.8% | -7.6% |
| 1Y | -3.2% | -1.6% | -1.7% | -4.3% |
| 3Y | +13.3% | -7.0% | +20.3% | +12.2% |
| 5Y | +25.2% | -39.2% | +64.5% | +39.2% |
| 10Y | +213.3% | +111.4% | +102.0% | +172.5% |
| All | +213.3% | +103.9% | +109.5% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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