+206.1%
MLM vs SBAC
+80.0%
+126.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | -2.9% | -0.8% | -2.1% | -2.7% |
| 30D | -6.8% | +6.9% | -13.7% | -8.6% |
| 3M | -11.2% | -8.2% | -3.0% | -9.4% |
| 6M | -21.8% | -1.6% | -20.2% | -22.4% |
| YTD | -17.0% | -0.1% | -16.9% | -18.1% |
| 1Y | -16.4% | -0.5% | -15.9% | -17.5% |
| 3Y | +14.5% | -9.1% | +23.5% | +13.6% |
| 5Y | +41.7% | -43.8% | +85.5% | +61.6% |
| All | +206.1% | +80.0% | +126.2% | +207.0% |
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 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