+157.1%
MMM vs SBAC
-10.4%
+167.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.1% |
| 7D | +6.2% | +1.2% | +5.0% | +6.1% |
| 30D | +14.2% | +11.2% | +3.0% | +12.7% |
| 3M | +2.9% | +4.5% | -1.5% | +2.3% |
| 6M | +27.6% | -12.2% | +39.7% | +29.9% |
| YTD | +17.3% | -0.1% | +17.4% | +17.1% |
| 1Y | +15.1% | -0.3% | +15.3% | +14.9% |
| 3Y | +157.1% | -8.7% | +165.8% | +164.4% |
| All | +157.1% | -10.4% | +167.5% | +164.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling