+25.7%
MLM vs SBAC
-40.3%
+66.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.4% |
| 7D | -4.1% | +1.2% | -5.3% | -4.4% |
| 30D | +8.2% | +11.2% | -3.0% | +5.1% |
| 3M | -3.6% | +4.5% | -8.0% | -4.9% |
| 6M | -15.6% | -12.2% | -3.4% | -13.1% |
| YTD | -16.4% | -0.1% | -16.3% | -17.5% |
| 1Y | -14.3% | -0.3% | -14.1% | -15.4% |
| 3Y | +19.3% | -8.7% | +28.0% | +18.3% |
| All | +25.7% | -40.3% | +66.1% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling