+274.5%
MP vs SBAC
-31.9%
+306.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.5% |
| 7D | +11.0% | -3.4% | +14.4% | +12.0% |
| 30D | -11.7% | +2.6% | -14.3% | -12.7% |
| 3M | -30.8% | +2.6% | -33.4% | -31.6% |
| 6M | -42.9% | -11.5% | -31.4% | -41.4% |
| YTD | -25.9% | -1.6% | -24.2% | -27.5% |
| 1Y | -37.3% | -5.1% | -32.2% | -37.8% |
| 3Y | +150.7% | -9.3% | +160.0% | +148.4% |
| 5Y | -19.3% | -41.0% | +21.7% | -8.6% |
| All | +274.5% | -31.9% | +306.4% | +317.4% |
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 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