+22.6%
MCD vs SBAC
-41.3%
+63.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | -1.6% | -3.4% | +1.8% | -0.9% |
| 30D | +16.0% | +2.6% | +13.4% | +15.4% |
| 3M | 0.0% | +2.6% | -2.7% | -0.7% |
| 6M | +0.9% | -11.5% | +12.5% | +3.0% |
| YTD | -8.7% | -1.6% | -7.1% | -9.2% |
| 1Y | -8.6% | -5.1% | -3.5% | -8.4% |
| 3Y | +9.9% | -9.3% | +19.2% | +10.3% |
| 5Y | +22.6% | -41.0% | +63.6% | +33.7% |
| All | +22.6% | -41.3% | +63.9% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling