+442.2%
MTZ vs ALB
+34.3%
+407.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.2% | -0.1% | -3.0% |
| 7D | -8.7% | +5.3% | -14.0% | -10.5% |
| 30D | -15.0% | -6.3% | -8.7% | -13.6% |
| 3M | -32.6% | -27.4% | -5.2% | -26.2% |
| 6M | -56.3% | -53.1% | -3.3% | -45.4% |
| YTD | -16.8% | -32.3% | +15.5% | -10.0% |
| 1Y | -10.0% | -7.3% | -2.7% | -12.8% |
| 3Y | +267.1% | -14.9% | +282.0% | +228.3% |
| 5Y | +89.9% | -62.0% | +151.9% | +116.7% |
| 10Y | +442.2% | +33.0% | +409.2% | +263.4% |
| All | +442.2% | +34.3% | +407.9% | +263.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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