+78.1%
MMM vs SBAC
+110.3%
-32.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.9% |
| 7D | -0.8% | -3.4% | +2.6% | +0.1% |
| 30D | +14.4% | +2.6% | +11.8% | +13.6% |
| 3M | +1.8% | +2.6% | -0.8% | +0.9% |
| 6M | +31.3% | -11.5% | +42.8% | +34.6% |
| YTD | +18.0% | -1.6% | +19.6% | +16.6% |
| 1Y | +10.9% | -5.1% | +16.0% | +10.7% |
| 3Y | +160.6% | -9.3% | +170.0% | +158.6% |
| 5Y | +44.5% | -41.0% | +85.5% | +60.8% |
| All | +78.1% | +110.3% | -32.2% | +50.3% |
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 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