+38.0%
MDT vs SBAC
+83.0%
-45.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.6% | +0.5% |
| 7D | -1.6% | -5.3% | +3.7% | -0.1% |
| 30D | +1.0% | +0.4% | +0.7% | +0.9% |
| 3M | +15.2% | -11.9% | +27.1% | +19.0% |
| 6M | +3.7% | -4.5% | +8.2% | +3.9% |
| YTD | -3.0% | -4.3% | +1.4% | -3.2% |
| 1Y | +2.5% | -3.9% | +6.4% | +2.0% |
| 3Y | +26.5% | -11.0% | +37.5% | +26.2% |
| 5Y | -18.3% | -44.1% | +25.8% | -6.2% |
| All | +38.0% | +83.0% | -45.0% | +20.3% |
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