-1.5%
MCD vs SBAC
-8.8%
+7.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | -2.8% | -0.8% | -2.0% | -2.7% |
| 30D | -6.0% | +6.9% | -12.9% | -7.2% |
| 3M | -5.6% | -8.2% | +2.7% | -4.2% |
| 6M | -21.9% | -1.6% | -20.2% | -21.8% |
| YTD | -14.7% | -0.1% | -14.6% | -15.1% |
| 1Y | -17.3% | -0.5% | -16.8% | -17.7% |
| All | -1.5% | -8.8% | +7.3% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling