+400.4%
ALAB vs MTB
+85.8%
+314.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.1% | +9.8% | +9.8% |
| 7D | +7.2% | +1.7% | +5.5% | +6.3% |
| 30D | -2.5% | -4.2% | +1.7% | -0.5% |
| 3M | -13.3% | +8.9% | -22.2% | -17.7% |
| 6M | +172.8% | +10.9% | +162.0% | +155.3% |
| YTD | +86.6% | +21.5% | +65.1% | +65.7% |
| 1Y | +65.2% | +21.9% | +43.2% | +46.3% |
| All | +400.4% | +85.8% | +314.6% | +347.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling