+163.8%
MPC vs SBAC
-10.4%
+174.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.3% |
| 7D | -16.2% | +1.2% | -17.4% | -16.1% |
| 30D | -15.7% | +11.2% | -26.9% | -15.6% |
| 3M | +24.9% | +4.5% | +20.4% | +25.1% |
| 6M | +52.7% | -12.2% | +64.8% | +52.4% |
| YTD | +131.9% | -0.1% | +132.0% | +131.5% |
| 1Y | +96.6% | -0.3% | +96.9% | +96.4% |
| 3Y | +163.8% | -8.7% | +172.5% | +149.6% |
| All | +163.8% | -10.4% | +174.2% | +149.6% |
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