+486.8%
ASX vs MTB
+61.4%
+425.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | +12.4% | +1.5% | +10.8% | +11.8% |
| 30D | -19.8% | +2.3% | -22.2% | -20.3% |
| 3M | -10.3% | -12.1% | +1.8% | -6.0% |
| 6M | +1.2% | +9.8% | -8.6% | -2.5% |
| YTD | +123.0% | +12.0% | +111.0% | +112.2% |
| 1Y | +145.4% | +22.0% | +123.4% | +125.9% |
| 3Y | +368.6% | +107.6% | +261.0% | +247.9% |
| All | +486.8% | +61.4% | +425.4% | +377.0% |
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 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