+714.5%
MTZ vs SBAC
+78.4%
+636.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.3% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | -11.1% | +6.9% | -18.0% | -12.5% |
| 3M | -36.7% | -8.2% | -28.5% | -35.8% |
| 6M | -21.9% | -1.6% | -20.3% | -22.9% |
| YTD | +9.1% | -0.1% | +9.2% | +7.2% |
| 1Y | +30.0% | -0.5% | +30.4% | +27.5% |
| 3Y | +138.5% | -9.1% | +147.5% | +134.1% |
| 5Y | +158.3% | -43.8% | +202.1% | +190.2% |
| All | +714.5% | +78.4% | +636.1% | +764.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling