+22.7%
MCD vs SBAC
-40.3%
+63.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.2% |
| 7D | +7.1% | +1.2% | +5.9% | +6.9% |
| 30D | +19.8% | +11.2% | +8.6% | +17.2% |
| 3M | +0.8% | +4.5% | -3.6% | -0.2% |
| 6M | -1.3% | -12.2% | +10.8% | +0.8% |
| YTD | -7.8% | -0.1% | -7.6% | -8.6% |
| 1Y | -5.0% | -0.3% | -4.7% | -5.8% |
| 3Y | +10.5% | -8.7% | +19.3% | +10.8% |
| All | +22.7% | -40.3% | +63.1% | +33.6% |
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