+15.8%
MDY vs SBAC
-2.9%
+18.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | +2.3% | +0.6% | +1.6% | +2.2% |
| 30D | +2.0% | +5.5% | -3.5% | +1.9% |
| 3M | -5.6% | +3.1% | -8.7% | -5.7% |
| 6M | +1.3% | -7.0% | +8.3% | +1.6% |
| YTD | +12.3% | +0.5% | +11.8% | +13.3% |
| 1Y | +15.8% | +0.2% | +15.6% | +16.9% |
| All | +15.8% | -2.9% | +18.7% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling