-33.5%
MKC vs SBAC
-44.9%
+11.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -4.3% | +0.2% | -4.5% | -4.4% |
| 30D | -3.1% | +3.9% | -7.0% | -4.1% |
| 3M | +6.8% | -8.2% | +15.0% | +8.9% |
| 6M | -18.3% | -2.8% | -15.5% | -18.3% |
| YTD | -23.1% | -1.5% | -21.5% | -23.4% |
| 1Y | -23.7% | 0.0% | -23.7% | -24.4% |
| 3Y | -31.0% | -8.4% | -22.6% | -30.8% |
| 5Y | -33.5% | -43.5% | +10.0% | -24.3% |
| All | -33.5% | -44.9% | +11.4% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling