-11.5%
MTZ vs ALB
+6.8%
-18.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.9% | +8.6% | +9.4% |
| 7D | -6.4% | +9.1% | -15.5% | -7.8% |
| 30D | -22.1% | -3.4% | -18.7% | -21.5% |
| 3M | -32.7% | -20.6% | -12.1% | -29.8% |
| 6M | -59.8% | -48.2% | -11.7% | -55.8% |
| YTD | -19.9% | -29.2% | +9.3% | -17.2% |
| 1Y | -11.5% | +10.0% | -21.5% | -10.7% |
| All | -11.5% | +6.8% | -18.3% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling