+1,194.7%
MLM vs SBAC
+2,208.1%
-1,013.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | -2.9% | -0.8% | -2.1% | -2.8% |
| 30D | -6.8% | +6.9% | -13.7% | -7.7% |
| 3M | -11.2% | -8.2% | -3.0% | -10.4% |
| 6M | -21.8% | -1.6% | -20.2% | -22.1% |
| YTD | -17.0% | -0.1% | -16.9% | -17.5% |
| 1Y | -16.4% | -0.5% | -15.9% | -16.9% |
| 3Y | +14.5% | -9.1% | +23.5% | +14.3% |
| 5Y | +41.7% | -43.8% | +85.5% | +50.1% |
| 10Y | +200.0% | +80.5% | +119.5% | +172.6% |
| All | +1,194.7% | +2,208.1% | -1,013.4% | +856.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling