+415.3%
ASX vs MTB
+63.3%
+352.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.4% |
| YTD | +98.4% | +10.3% | +88.1% | +89.8% |
| 1Y | +107.9% | +22.2% | +85.7% | +91.1% |
| 3Y | +325.3% | +96.9% | +228.3% | +221.6% |
| All | +415.3% | +63.3% | +352.0% | +317.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling