+501.4%
MTZ vs SBAC
+93.8%
+407.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.9% | +11.4% | +9.9% |
| 7D | -6.4% | +1.2% | -7.6% | -6.9% |
| 30D | -22.1% | +11.2% | -33.2% | -24.1% |
| 3M | -32.7% | +4.5% | -37.1% | -33.6% |
| 6M | -59.8% | -12.2% | -47.7% | -59.0% |
| YTD | -19.9% | -0.1% | -19.8% | -21.6% |
| 1Y | -11.5% | -0.3% | -11.2% | -13.4% |
| 3Y | +258.1% | -8.7% | +266.8% | +249.8% |
| 5Y | +85.5% | -40.2% | +125.7% | +103.7% |
| All | +501.4% | +93.8% | +407.6% | +576.7% |
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