+138.8%
MLM vs SBAC
+114.8%
+24.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | -0.9% | +0.6% | -1.5% | -1.0% |
| 30D | +9.0% | +5.5% | +3.5% | +7.3% |
| 3M | -5.6% | +3.1% | -8.6% | -6.6% |
| 6M | -10.7% | -7.0% | -3.7% | -9.5% |
| YTD | -17.2% | +0.5% | -17.7% | -18.6% |
| 1Y | -14.2% | +0.2% | -14.5% | -15.7% |
| 3Y | +15.6% | -7.4% | +23.0% | +14.0% |
| 5Y | +26.2% | -39.7% | +65.9% | +41.6% |
| All | +138.8% | +114.8% | +24.0% | +106.2% |
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