+116.7%
MPC vs SBAC
-2.9%
+119.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.5% |
| 7D | +11.2% | +0.6% | +10.6% | +11.3% |
| 30D | -14.5% | +5.5% | -20.0% | -14.2% |
| 3M | +16.7% | +3.1% | +13.6% | +17.2% |
| 6M | +67.6% | -7.0% | +74.6% | +67.2% |
| YTD | +157.9% | +0.5% | +157.4% | +153.8% |
| 1Y | +116.7% | +0.2% | +116.4% | +113.2% |
| All | +116.7% | -2.9% | +119.6% | +113.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling