+920.2%
MMM vs SBAC
+2,207.9%
-1,287.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.2% |
| 7D | +6.2% | +1.2% | +5.0% | +6.1% |
| 30D | +14.2% | +11.2% | +3.0% | +13.0% |
| 3M | +2.9% | +4.5% | -1.5% | +2.4% |
| 6M | +27.6% | -12.2% | +39.7% | +28.8% |
| YTD | +17.3% | -0.1% | +17.4% | +16.7% |
| 1Y | +15.1% | -0.3% | +15.3% | +14.5% |
| 3Y | +157.1% | -8.7% | +165.8% | +156.7% |
| 5Y | +45.1% | -40.2% | +85.3% | +50.0% |
| 10Y | +83.9% | +97.3% | -13.5% | +71.3% |
| All | +920.2% | +2,207.9% | -1,287.7% | +690.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling