-40.5%
MDB vs SBAC
-39.6%
-0.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.1% |
| 7D | +6.8% | +0.6% | +6.2% | +6.6% |
| 30D | -6.2% | +5.5% | -11.7% | -8.3% |
| 3M | -29.2% | +3.1% | -32.3% | -30.3% |
| 6M | +10.3% | -7.0% | +17.3% | +12.2% |
| YTD | -20.4% | +0.5% | -20.9% | -22.6% |
| 1Y | -4.8% | +0.2% | -5.1% | -7.5% |
| 3Y | -11.6% | -7.4% | -4.2% | -18.3% |
| All | -40.5% | -39.6% | -0.9% | -12.0% |
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 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