+1,163.3%
MCD vs SBAC
+2,207.9%
-1,044.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.4% |
| 7D | +7.1% | +1.2% | +5.9% | +7.0% |
| 30D | +19.8% | +11.2% | +8.6% | +18.9% |
| 3M | +0.8% | +4.5% | -3.6% | +0.5% |
| 6M | -1.3% | -12.2% | +10.8% | -0.6% |
| YTD | -7.8% | -0.1% | -7.6% | -8.1% |
| 1Y | -5.0% | -0.3% | -4.7% | -5.3% |
| 3Y | +10.5% | -8.7% | +19.3% | +10.6% |
| 5Y | +22.0% | -40.2% | +62.1% | +24.8% |
| 10Y | +216.7% | +97.3% | +119.3% | +203.8% |
| All | +1,163.3% | +2,207.9% | -1,044.6% | +913.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling