+361.7%
MDT vs SBAC
+2,222.3%
-1,860.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | +1.0% | +0.6% | +0.4% | +1.0% |
| 30D | +9.2% | +5.5% | +3.7% | +8.6% |
| 3M | +14.5% | +3.1% | +11.4% | +14.1% |
| 6M | +37.3% | -7.0% | +44.3% | +38.1% |
| YTD | +9.8% | +0.5% | +9.3% | +9.2% |
| 1Y | +10.5% | +0.2% | +10.3% | +10.0% |
| 3Y | +57.4% | -7.4% | +64.8% | +57.2% |
| 5Y | +1.2% | -39.7% | +40.9% | +4.7% |
| 10Y | +63.2% | +112.5% | -49.3% | +51.7% |
| All | +361.7% | +2,222.3% | -1,860.6% | +241.6% |
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