+1,227.5%
MLM vs SBAC
+2,252.5%
-1,024.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.2% | -3.9% | -5.0% |
| 7D | -1.2% | +4.4% | -5.7% | -1.8% |
| 30D | +7.9% | +13.8% | -5.8% | +6.0% |
| 3M | -4.5% | +9.0% | -13.4% | -5.7% |
| 6M | -12.6% | -10.0% | -2.6% | -11.7% |
| YTD | -14.9% | +1.8% | -16.7% | -15.7% |
| 1Y | -13.1% | +1.1% | -14.2% | -13.8% |
| 3Y | +21.2% | -9.5% | +30.8% | +21.1% |
| 5Y | +32.0% | -39.0% | +71.0% | +38.3% |
| 10Y | +195.3% | +101.1% | +94.2% | +164.7% |
| All | +1,227.5% | +2,252.5% | -1,024.9% | +877.1% |
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 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