+492.6%
MTZ vs ALB
+38.2%
+454.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.1% | +8.7% | +8.6% |
| 7D | -2.4% | +9.5% | -11.9% | -5.5% |
| 30D | -11.1% | -2.1% | -9.0% | -10.9% |
| 3M | -30.6% | -24.1% | -6.5% | -25.1% |
| 6M | -54.4% | -51.0% | -3.4% | -43.7% |
| YTD | -13.0% | -29.3% | +16.3% | -7.2% |
| 1Y | -5.7% | +3.2% | -8.8% | -11.8% |
| 3Y | +297.2% | -9.3% | +306.5% | +247.6% |
| 5Y | +95.9% | -61.6% | +157.5% | +123.4% |
| 10Y | +492.6% | +40.8% | +451.8% | +291.0% |
| All | +492.6% | +38.2% | +454.4% | +291.0% |
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