+444.4%
MTZ vs ALB
+35.3%
+409.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.3% |
| 7D | +12.9% | +1.1% | +11.8% | +12.5% |
| 30D | -8.5% | -2.6% | -6.0% | -8.2% |
| 3M | -30.6% | -25.6% | -5.1% | -24.6% |
| 6M | -55.1% | -54.0% | -1.1% | -43.5% |
| YTD | -13.0% | -31.6% | +18.6% | -6.1% |
| 1Y | -4.3% | -6.6% | +2.3% | -7.4% |
| 3Y | +284.0% | -14.0% | +298.0% | +242.3% |
| 5Y | +97.7% | -62.5% | +160.2% | +127.1% |
| 10Y | +444.4% | +36.3% | +408.1% | +258.1% |
| All | +444.4% | +35.3% | +409.1% | +258.1% |
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