+178.1%
MCD vs SBAC
+78.4%
+99.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -2.8% | -0.8% | -2.0% | -2.6% |
| 30D | -6.0% | +6.9% | -12.9% | -7.8% |
| 3M | -5.6% | -8.2% | +2.7% | -3.6% |
| 6M | -21.9% | -1.6% | -20.2% | -22.4% |
| YTD | -14.7% | -0.1% | -14.6% | -15.8% |
| 1Y | -17.3% | -0.5% | -16.8% | -18.4% |
| 3Y | -2.2% | -9.1% | +6.9% | -2.5% |
| 5Y | +20.3% | -43.8% | +64.1% | +37.2% |
| All | +178.1% | +78.4% | +99.6% | +138.1% |
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