-61.6%
ALB vs MTB
+67.9%
-129.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -1.4% |
| 7D | +9.5% | -0.8% | +10.2% | +9.8% |
| 30D | -2.1% | +2.4% | -4.5% | -3.6% |
| 3M | -24.1% | -10.5% | -13.7% | -19.5% |
| 6M | -51.0% | +6.4% | -57.4% | -53.3% |
| YTD | -29.3% | +12.8% | -42.1% | -35.6% |
| 1Y | +3.2% | +23.3% | -20.1% | -10.9% |
| 3Y | -9.3% | +108.2% | -117.6% | -42.8% |
| 5Y | -61.6% | +68.6% | -130.2% | -73.4% |
| All | -61.6% | +67.9% | -129.6% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling