+211.3%
MCD vs SBAC
+97.3%
+114.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +5.9% | +3.0% | +3.0% | +5.1% |
| 30D | +19.6% | +4.3% | +15.3% | +18.2% |
| 3M | +3.3% | +4.1% | -0.9% | +1.9% |
| 6M | +3.5% | -11.6% | +15.1% | +6.4% |
| YTD | -6.1% | +0.4% | -6.5% | -7.7% |
| 1Y | -3.7% | -1.1% | -2.6% | -4.9% |
| 3Y | +13.4% | -7.3% | +20.6% | +12.3% |
| 5Y | +25.2% | -40.8% | +65.9% | +40.3% |
| 10Y | +211.3% | +103.0% | +108.3% | +169.2% |
| All | +211.3% | +97.3% | +114.0% | +169.2% |
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