+87.3%
ALB vs MTB
+172.8%
-85.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -8.6% | +1.1% | -9.7% | -9.2% |
| 30D | -4.0% | -4.6% | +0.6% | -1.6% |
| 3M | -17.4% | +6.3% | -23.6% | -20.6% |
| 6M | -25.4% | +15.6% | -41.0% | -31.8% |
| YTD | -10.5% | +20.6% | -31.1% | -20.6% |
| 1Y | +75.8% | +22.5% | +53.3% | +54.7% |
| 3Y | -28.5% | +114.4% | -142.9% | -54.2% |
| 5Y | -45.1% | +101.9% | -147.0% | -65.0% |
| 10Y | +87.3% | +170.4% | -83.1% | +7.1% |
| All | +87.3% | +172.8% | -85.5% | +7.1% |
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