+4,590.0%
MTZ vs ALB
+2,194.2%
+2,395.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.6% | -8.8% | -6.5% |
| 7D | -10.6% | +5.5% | -16.1% | -12.9% |
| 30D | -30.4% | -7.5% | -22.9% | -28.8% |
| 3M | -40.4% | -16.9% | -23.5% | -37.0% |
| 6M | -63.7% | -49.2% | -14.5% | -54.0% |
| YTD | -26.9% | -29.9% | +3.0% | -20.7% |
| 1Y | -20.2% | +8.2% | -28.4% | -27.6% |
| 3Y | +208.1% | -19.4% | +227.6% | +175.5% |
| 5Y | +69.4% | -61.6% | +131.0% | +91.7% |
| 10Y | +440.6% | +34.6% | +406.0% | +216.3% |
| All | +4,590.0% | +2,194.2% | +2,395.8% | +1,089.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling