+43.4%
MMM vs SBAC
-39.6%
+83.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.3% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | +12.1% | +5.5% | +6.7% | +10.8% |
| 3M | +1.4% | +3.1% | -1.7% | +0.6% |
| 6M | +26.6% | -7.0% | +33.6% | +28.1% |
| YTD | +16.8% | +0.5% | +16.3% | +15.4% |
| 1Y | +10.1% | +0.2% | +9.9% | +8.8% |
| 3Y | +158.4% | -7.4% | +165.8% | +155.9% |
| All | +43.4% | -39.6% | +83.0% | +58.4% |
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 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