-14.3%
MTZ vs SBAC
+2.4%
-16.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +5.8% | -21.2% | -14.4% |
| 7D | -7.4% | +5.8% | -13.2% | -6.3% |
| 30D | -23.6% | +20.8% | -44.4% | -21.5% |
| 3M | -38.3% | +4.8% | -43.1% | -37.8% |
| 6M | -60.6% | -9.1% | -51.5% | -59.8% |
| YTD | -22.9% | +3.1% | -26.0% | -19.5% |
| 1Y | -14.3% | +2.2% | -16.4% | -9.9% |
| All | -14.3% | +2.4% | -16.6% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling