+2,885.9%
ALB vs MTB
+3,704.3%
-818.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.4% | -4.4% |
| 7D | -8.1% | +1.7% | -9.8% | -8.8% |
| 30D | +6.3% | -4.2% | +10.4% | +8.3% |
| 3M | -23.6% | +8.9% | -32.4% | -26.9% |
| 6M | -24.6% | +10.9% | -35.5% | -28.7% |
| YTD | -10.3% | +21.5% | -31.8% | -19.1% |
| 1Y | +61.5% | +21.9% | +39.5% | +45.4% |
| 3Y | -34.0% | +109.2% | -143.2% | -54.0% |
| 5Y | -44.6% | +102.0% | -146.6% | -61.7% |
| 10Y | +76.1% | +171.9% | -95.8% | +1.6% |
| All | +2,885.9% | +3,704.3% | -818.4% | +904.9% |
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