-13.4%
MLM vs SBAC
-0.1%
-13.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | -3.8% | +3.0% | -6.8% | -4.2% |
| 30D | +11.0% | +4.3% | +6.7% | +10.4% |
| 3M | -3.1% | +4.1% | -7.2% | -3.6% |
| 6M | -9.8% | -11.6% | +1.8% | -8.5% |
| YTD | -14.4% | +0.4% | -14.7% | -11.9% |
| All | -13.4% | -0.1% | -13.3% | -10.1% |
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