+1,168.6%
MDY vs SBAC
+2,208.1%
-1,039.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | -1.5% | +6.9% | -8.4% | -2.4% |
| 3M | +0.8% | -8.2% | +9.0% | +1.7% |
| 6M | +7.4% | -1.6% | +9.1% | +6.9% |
| YTD | +15.2% | -0.1% | +15.3% | +14.3% |
| 1Y | +16.5% | -0.5% | +17.0% | +15.6% |
| 3Y | +46.8% | -9.1% | +55.9% | +46.3% |
| 5Y | +46.0% | -43.8% | +89.8% | +54.9% |
| 10Y | +172.1% | +80.5% | +91.5% | +146.0% |
| All | +1,168.6% | +2,208.1% | -1,039.6% | +738.7% |
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 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