+184.8%
MPC vs SBAC
-7.1%
+191.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | -8.8% | +3.6% | -12.5% | -8.7% |
| 30D | -14.4% | +4.9% | -19.3% | -14.3% |
| 3M | +21.9% | +6.5% | +15.5% | +22.2% |
| 6M | +60.1% | -11.1% | +71.2% | +59.9% |
| YTD | +142.3% | +0.9% | +141.4% | +142.0% |
| 1Y | +101.7% | -1.6% | +103.3% | +101.6% |
| 3Y | +184.8% | -7.0% | +191.8% | +174.3% |
| All | +184.8% | -7.1% | +191.9% | +174.3% |
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