+3,215.7%
MPC vs SBAC
+445.4%
+2,770.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.6% |
| 7D | +2.6% | -2.8% | +5.4% | +3.4% |
| 30D | -12.2% | +3.1% | -15.3% | -13.2% |
| 3M | +20.1% | +5.1% | +14.9% | +17.7% |
| 6M | +60.6% | -11.4% | +72.0% | +64.9% |
| YTD | +150.6% | +0.2% | +150.4% | +144.0% |
| 1Y | +104.7% | -3.9% | +108.6% | +102.0% |
| 3Y | +194.5% | -7.7% | +202.1% | +184.7% |
| 5Y | +582.3% | -39.7% | +622.0% | +654.0% |
| 10Y | +1,135.3% | +111.9% | +1,023.4% | +567.5% |
| All | +3,215.7% | +445.4% | +2,770.3% | +559.6% |
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 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