+398.0%
MTZ vs ALB
+32.4%
+365.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.8% |
| 7D | +5.0% | -5.8% | +10.7% | +7.0% |
| 30D | -6.0% | -4.5% | -1.5% | -5.1% |
| 3M | -36.1% | -28.1% | -8.0% | -29.8% |
| 6M | -56.9% | -53.2% | -3.7% | -46.0% |
| YTD | -15.9% | -33.3% | +17.4% | -8.5% |
| 1Y | -3.8% | -17.4% | +13.6% | -3.0% |
| 3Y | +272.3% | -14.1% | +286.4% | +231.1% |
| 5Y | +91.1% | -64.0% | +155.1% | +122.8% |
| All | +398.0% | +32.4% | +365.7% | +196.5% |
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