+325.3%
ASX vs MTB
+95.2%
+230.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.9% | +7.4% | +6.8% |
| 7D | -19.9% | -1.3% | -18.6% | -19.4% |
| 30D | -30.9% | +0.5% | -31.4% | -30.9% |
| 3M | -15.1% | -12.4% | -2.7% | -10.9% |
| 6M | -6.5% | +1.5% | -8.0% | -7.5% |
| YTD | +98.4% | +10.3% | +88.1% | +89.0% |
| 1Y | +107.9% | +22.2% | +85.7% | +89.7% |
| 3Y | +325.3% | +96.9% | +228.3% | +208.0% |
| All | +325.3% | +95.2% | +230.0% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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