+384.5%
ALAB vs MTB
+84.4%
+300.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +9.6% | +1.1% | +8.6% | +9.1% |
| 30D | -5.3% | -4.6% | -0.6% | -3.1% |
| 3M | -12.0% | +6.3% | -18.3% | -15.4% |
| 6M | +145.7% | +15.6% | +130.1% | +124.9% |
| YTD | +80.7% | +20.6% | +60.1% | +61.1% |
| 1Y | +40.1% | +22.5% | +17.6% | +23.7% |
| All | +384.5% | +84.4% | +300.1% | +334.7% |
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