+272.3%
MTZ vs SBAC
-6.5%
+278.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.7% | -1.1% |
| 7D | +5.0% | +0.6% | +4.4% | +5.0% |
| 30D | -6.0% | +5.5% | -11.5% | -5.6% |
| 3M | -36.1% | +3.1% | -39.2% | -35.9% |
| 6M | -56.9% | -7.0% | -49.8% | -56.6% |
| YTD | -15.9% | +0.5% | -16.4% | -15.4% |
| 1Y | -3.8% | +0.2% | -4.1% | -3.3% |
| 3Y | +272.3% | -7.4% | +279.6% | +305.0% |
| All | +272.3% | -6.5% | +278.8% | +305.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling