+1,171.8%
MPC vs SBAC
+114.8%
+1,057.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | +11.2% | +0.6% | +10.6% | +11.1% |
| 30D | -14.5% | +5.5% | -20.0% | -15.5% |
| 3M | +16.7% | +3.1% | +13.6% | +15.7% |
| 6M | +67.6% | -7.0% | +74.6% | +69.1% |
| YTD | +157.9% | +0.5% | +157.4% | +153.6% |
| 1Y | +116.7% | +0.2% | +116.4% | +113.2% |
| 3Y | +199.8% | -7.4% | +207.1% | +193.1% |
| 5Y | +604.4% | -39.7% | +644.1% | +664.1% |
| All | +1,171.8% | +114.8% | +1,057.0% | +868.2% |
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