+29.4%
MMM vs SBAC
-43.7%
+73.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | -3.3% | -0.8% | -2.5% | -3.2% |
| 30D | -7.0% | +6.9% | -13.9% | -8.4% |
| 3M | +10.8% | -8.2% | +19.0% | +12.7% |
| 6M | +5.8% | -1.6% | +7.4% | +5.3% |
| YTD | +6.8% | -0.1% | +6.9% | +5.7% |
| 1Y | +10.4% | -0.5% | +10.8% | +9.3% |
| 3Y | +104.7% | -9.1% | +113.8% | +103.7% |
| All | +29.4% | -43.7% | +73.1% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling