+116.3%
MP vs SBAC
-8.7%
+124.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.2% | -4.8% | -5.9% |
| 7D | -19.0% | +4.4% | -23.4% | -19.6% |
| 30D | -30.5% | +13.8% | -44.3% | -32.1% |
| 3M | -29.6% | +9.0% | -38.6% | -30.7% |
| 6M | -50.4% | -10.0% | -40.4% | -49.3% |
| YTD | -33.2% | +1.8% | -35.0% | -34.2% |
| 1Y | -38.6% | +1.1% | -39.7% | -39.3% |
| All | +116.3% | -8.7% | +124.9% | +121.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling