+2,176.8%
ALB vs MTB
+3,392.6%
-1,215.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +1.1% | -2.0% | +3.0% | +1.9% |
| 30D | -2.6% | +0.1% | -2.7% | -2.8% |
| 3M | -25.6% | -12.1% | -13.4% | -21.1% |
| 6M | -54.0% | +7.3% | -61.3% | -55.9% |
| YTD | -31.6% | +11.5% | -43.1% | -35.9% |
| 1Y | -6.6% | +21.3% | -27.8% | -15.9% |
| 3Y | -14.0% | +104.1% | -118.1% | -39.5% |
| 5Y | -62.5% | +61.8% | -124.4% | -71.2% |
| 10Y | +36.3% | +115.4% | -79.1% | -12.8% |
| All | +2,176.8% | +3,392.6% | -1,215.8% | +696.5% |
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 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