+1,189.1%
MCD vs SBAC
+2,232.4%
-1,043.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +7.3% | +3.6% | +3.6% | +7.0% |
| 30D | +20.0% | +4.9% | +15.1% | +19.6% |
| 3M | +3.8% | +6.5% | -2.6% | +3.3% |
| 6M | +3.8% | -11.1% | +14.9% | +4.4% |
| YTD | -5.9% | +0.9% | -6.8% | -6.2% |
| 1Y | -3.2% | -1.6% | -1.7% | -3.5% |
| 3Y | +13.3% | -7.0% | +20.3% | +13.2% |
| 5Y | +25.2% | -39.2% | +64.5% | +28.1% |
| 10Y | +213.3% | +111.4% | +102.0% | +199.6% |
| All | +1,189.1% | +2,232.4% | -1,043.3% | +933.6% |
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