+1,010.1%
MDB vs SBAC
+41.5%
+968.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.3% |
| 7D | -18.0% | -0.1% | -17.9% | -17.9% |
| 30D | -10.7% | +3.2% | -14.0% | -11.9% |
| 3M | +1.0% | -5.1% | +6.0% | +3.0% |
| 6M | +31.6% | -2.1% | +33.7% | +30.2% |
| YTD | -15.2% | -0.5% | -14.7% | -17.3% |
| 1Y | +10.1% | +1.1% | +9.0% | +6.0% |
| 3Y | -5.6% | -7.4% | +1.8% | -12.5% |
| 5Y | -24.5% | -44.3% | +19.8% | -0.1% |
| All | +1,010.1% | +41.5% | +968.6% | +782.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling