-14.3%
MLM vs SBAC
-0.4%
-14.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.6% |
| 7D | -4.1% | +1.2% | -5.3% | -4.2% |
| 30D | +8.2% | +11.2% | -3.0% | +6.8% |
| 3M | -3.6% | +4.5% | -8.0% | -4.1% |
| 6M | -15.6% | -12.2% | -3.4% | -14.3% |
| YTD | -16.4% | -0.1% | -16.3% | -14.0% |
| 1Y | -14.3% | -0.3% | -14.1% | -11.9% |
| All | -14.3% | -0.4% | -14.0% | -11.9% |
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