-6.4%
MDB vs SBAC
-8.8%
+2.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -4.1% |
| 7D | -17.4% | -0.8% | -16.6% | -17.5% |
| 30D | -2.0% | +6.9% | -8.9% | -1.9% |
| 3M | -3.0% | -8.2% | +5.2% | -3.6% |
| 6M | +48.7% | -1.6% | +50.3% | +47.4% |
| YTD | -12.1% | -0.1% | -12.0% | -12.7% |
| 1Y | +14.5% | -0.5% | +15.0% | +13.9% |
| All | -6.4% | -8.8% | +2.4% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling