+254.1%
MP vs SBAC
-30.9%
+285.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.8% | +5.5% |
| 7D | -10.5% | +1.2% | -11.7% | -10.9% |
| 30D | -23.5% | +11.2% | -34.7% | -26.1% |
| 3M | -25.4% | +4.5% | -29.9% | -26.7% |
| 6M | -51.3% | -12.2% | -39.1% | -49.8% |
| YTD | -29.9% | -0.1% | -29.8% | -31.7% |
| 1Y | -31.8% | -0.3% | -31.6% | -33.5% |
| 3Y | +127.0% | -8.7% | +135.7% | +124.7% |
| 5Y | -3.3% | -40.2% | +36.9% | +9.1% |
| All | +254.1% | -30.9% | +285.0% | +293.0% |
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