+83.0%
MMM vs SBAC
+97.3%
-14.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +5.8% | +3.0% | +2.8% | +5.1% |
| 30D | +17.9% | +4.3% | +13.6% | +16.6% |
| 3M | +3.6% | +4.1% | -0.6% | +2.3% |
| 6M | +32.9% | -11.6% | +44.5% | +36.3% |
| YTD | +19.5% | +0.4% | +19.1% | +17.5% |
| 1Y | +16.5% | -1.1% | +17.7% | +15.0% |
| 3Y | +167.2% | -7.3% | +174.4% | +163.5% |
| 5Y | +48.2% | -40.8% | +89.0% | +64.8% |
| 10Y | +83.0% | +103.0% | -19.9% | +58.2% |
| All | +83.0% | +97.3% | -14.2% | +58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling