+3,101.0%
MPC vs SBAC
+443.7%
+2,657.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +5.4% | -0.8% | +6.2% | +5.7% |
| 30D | +31.0% | +6.9% | +24.0% | +28.3% |
| 3M | +46.0% | -8.2% | +54.3% | +49.2% |
| 6M | +77.3% | -1.6% | +79.0% | +75.2% |
| YTD | +141.9% | -0.1% | +142.0% | +136.8% |
| 1Y | +120.9% | -0.5% | +121.4% | +116.1% |
| 3Y | +182.7% | -9.1% | +191.8% | +174.7% |
| 5Y | +646.4% | -43.8% | +690.2% | +751.9% |
| 10Y | +1,138.7% | +80.5% | +1,058.2% | +637.2% |
| All | +3,101.0% | +443.7% | +2,657.3% | +540.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling