+714.5%
MTZ vs ALB
+74.5%
+640.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.6% | +3.5% |
| 7D | -1.6% | -8.1% | +6.5% | +1.0% |
| 30D | -11.1% | +6.3% | -17.3% | -13.1% |
| 3M | -36.7% | -23.6% | -13.1% | -31.5% |
| 6M | -21.9% | -24.6% | +2.7% | -16.3% |
| YTD | +9.1% | -10.3% | +19.4% | +8.9% |
| 1Y | +30.0% | +61.5% | -31.5% | +4.7% |
| 3Y | +138.5% | -34.0% | +172.4% | +141.0% |
| 5Y | +158.3% | -44.6% | +202.9% | +160.5% |
| All | +714.5% | +74.5% | +640.0% | +377.3% |
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