-26.4%
ALB vs MTB
+118.5%
-145.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +3.0% |
| 7D | -4.4% | +2.8% | -7.2% | -6.0% |
| 30D | -1.2% | -4.2% | +3.0% | +1.3% |
| 3M | -13.3% | +7.8% | -21.1% | -18.1% |
| 6M | -19.8% | +14.8% | -34.6% | -27.6% |
| YTD | -7.9% | +20.8% | -28.7% | -20.5% |
| 1Y | +60.2% | +23.1% | +37.0% | +36.1% |
| 3Y | -26.4% | +114.8% | -141.3% | -59.5% |
| All | -26.4% | +118.5% | -145.0% | -59.5% |
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