+153.5%
MLM vs SBAC
+97.3%
+56.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | -3.8% | +3.0% | -6.8% | -4.6% |
| 30D | +11.0% | +4.3% | +6.7% | +9.6% |
| 3M | -3.1% | +4.1% | -7.2% | -4.4% |
| 6M | -9.8% | -11.6% | +1.8% | -7.3% |
| YTD | -14.4% | +0.4% | -14.7% | -15.8% |
| 1Y | -12.6% | -1.1% | -11.4% | -13.7% |
| 3Y | +19.7% | -7.3% | +27.0% | +18.0% |
| 5Y | +29.8% | -40.8% | +70.5% | +46.2% |
| 10Y | +153.5% | +103.0% | +50.6% | +130.4% |
| All | +153.5% | +97.3% | +56.3% | +130.4% |
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