+24.6%
MDT vs SBAC
-8.7%
+33.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | +2.8% | +3.9% | -1.1% | +2.1% |
| 3M | +13.1% | -8.2% | +21.3% | +14.5% |
| 6M | +2.3% | -2.8% | +5.1% | +2.6% |
| YTD | -2.7% | -1.5% | -1.2% | -2.8% |
| 1Y | +0.9% | 0.0% | +0.8% | +0.3% |
| All | +24.6% | -8.7% | +33.3% | +27.5% |
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