+311.3%
MDT vs SBAC
+2,199.0%
-1,887.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | +0.4% | -0.1% | +0.4% | +0.4% |
| 30D | +6.0% | +3.2% | +2.8% | +5.7% |
| 3M | +15.5% | -5.1% | +20.6% | +16.0% |
| 6M | +3.4% | -2.1% | +5.5% | +3.3% |
| YTD | -2.2% | -0.5% | -1.6% | -2.5% |
| 1Y | +2.6% | +1.1% | +1.5% | +2.0% |
| 3Y | +27.5% | -7.4% | +35.0% | +27.3% |
| 5Y | -20.1% | -44.3% | +24.3% | -16.7% |
| 10Y | +39.1% | +77.6% | -38.5% | +31.1% |
| All | +311.3% | +2,199.0% | -1,887.7% | +204.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling