+170.5%
MDY vs SBAC
+83.0%
+87.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.1% |
| 7D | -2.5% | -5.3% | +2.8% | -1.0% |
| 30D | -5.0% | +0.4% | -5.4% | -5.2% |
| 3M | +0.5% | -11.9% | +12.4% | +3.8% |
| 6M | +8.0% | -4.5% | +12.5% | +7.8% |
| YTD | +12.2% | -4.3% | +16.5% | +11.5% |
| 1Y | +14.0% | -3.9% | +17.9% | +13.0% |
| 3Y | +48.2% | -11.0% | +59.2% | +46.7% |
| 5Y | +46.1% | -44.1% | +90.2% | +68.3% |
| All | +170.5% | +83.0% | +87.5% | +139.7% |
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