+249.6%
ALAB vs MTB
+72.5%
+177.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.3% | +11.4% | +12.6% |
| 7D | -5.6% | -0.8% | -4.8% | -5.0% |
| 30D | -36.6% | +2.4% | -39.0% | -37.2% |
| 3M | -35.1% | -10.5% | -24.6% | -31.7% |
| 6M | +8.5% | +6.4% | +2.1% | +3.7% |
| YTD | +30.4% | +12.8% | +17.5% | +19.8% |
| 1Y | +31.0% | +23.3% | +7.8% | +14.5% |
| All | +249.6% | +72.5% | +177.1% | +223.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling