+267.2%
ALAB vs MTB
+70.3%
+197.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +26.9% | 0.0% | +26.9% | +27.0% |
| 30D | -30.0% | +0.8% | -30.8% | -30.1% |
| 3M | -28.5% | -12.8% | -15.8% | -23.8% |
| 6M | +11.4% | +6.7% | +4.7% | +6.2% |
| YTD | +36.9% | +11.3% | +25.6% | +26.6% |
| 1Y | +44.4% | +20.2% | +24.2% | +27.8% |
| All | +267.2% | +70.3% | +197.0% | +241.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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