+601.4%
MPC vs SBAC
-41.3%
+642.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.6% |
| 7D | +9.4% | -3.4% | +12.8% | +9.7% |
| 30D | -13.4% | +2.6% | -16.1% | -13.6% |
| 3M | +18.9% | +2.6% | +16.3% | +18.6% |
| 6M | +64.9% | -11.5% | +76.4% | +66.3% |
| YTD | +156.8% | -1.6% | +158.4% | +155.4% |
| 1Y | +113.2% | -5.1% | +118.3% | +113.0% |
| 3Y | +201.8% | -9.3% | +211.1% | +197.8% |
| 5Y | +601.4% | -41.0% | +642.3% | +620.9% |
| All | +601.4% | -41.3% | +642.7% | +620.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling