+432.3%
ASX vs MTB
+101.8%
+330.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.7% | +1.7% | -2.4% | -1.3% |
| 30D | +2.0% | -4.2% | +6.2% | +3.5% |
| 3M | -1.3% | +8.9% | -10.2% | -4.5% |
| 6M | +71.4% | +10.9% | +60.6% | +64.6% |
| YTD | +135.3% | +21.5% | +113.8% | +118.2% |
| 1Y | +267.5% | +21.9% | +245.6% | +239.5% |
| 3Y | +388.5% | +109.2% | +279.2% | +267.5% |
| All | +432.3% | +101.8% | +330.5% | +328.8% |
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