-18.3%
MKC vs SBAC
+2.4%
-20.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.8% | -0.4% | +4.1% |
| 7D | +9.6% | +5.8% | +3.8% | +8.2% |
| 30D | +12.0% | +20.8% | -8.8% | +7.2% |
| 3M | -2.0% | +4.8% | -6.8% | -3.3% |
| 6M | +7.2% | -9.1% | +16.3% | +8.8% |
| YTD | -23.7% | +3.1% | -26.8% | -23.6% |
| 1Y | -18.3% | +2.2% | -20.5% | -18.0% |
| All | -18.3% | +2.4% | -20.7% | -18.0% |
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