+53.8%
MMM vs SBAC
+76.8%
-23.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -8.0% | +3.2% | -11.2% | -8.8% |
| 3M | +9.4% | -5.1% | +14.4% | +10.4% |
| 6M | +10.2% | -2.1% | +12.3% | +9.5% |
| YTD | +6.1% | -0.5% | +6.6% | +4.8% |
| 1Y | +10.8% | +1.1% | +9.7% | +8.8% |
| 3Y | +104.8% | -7.4% | +112.2% | +102.0% |
| 5Y | +27.0% | -44.3% | +71.4% | +44.0% |
| 10Y | +53.8% | +77.6% | -23.8% | +31.7% |
| All | +53.8% | +76.8% | -23.0% | +31.7% |
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