+57.4%
MDT vs SBAC
-6.5%
+64.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.6% |
| 7D | +1.0% | +0.6% | +0.4% | +0.9% |
| 30D | +9.2% | +5.5% | +3.7% | +8.1% |
| 3M | +14.5% | +3.1% | +11.4% | +13.7% |
| 6M | +37.3% | -7.0% | +44.3% | +38.5% |
| YTD | +9.8% | +0.5% | +9.3% | +9.2% |
| 1Y | +10.5% | +0.2% | +10.3% | +9.9% |
| 3Y | +57.4% | -7.4% | +64.8% | +61.4% |
| All | +57.4% | -6.5% | +64.0% | +61.4% |
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