+258.1%
MTZ vs ALB
-16.8%
+274.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.9% | +8.6% | +9.4% |
| 7D | -6.4% | +9.1% | -15.5% | -8.4% |
| 30D | -22.1% | -3.4% | -18.7% | -21.7% |
| 3M | -32.7% | -20.6% | -12.1% | -29.6% |
| 6M | -59.8% | -48.2% | -11.7% | -54.2% |
| YTD | -19.9% | -29.2% | +9.3% | -16.2% |
| 1Y | -11.5% | +10.0% | -21.5% | -16.5% |
| 3Y | +258.1% | -12.9% | +271.0% | +240.1% |
| All | +258.1% | -16.8% | +274.9% | +240.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling