+3,552.3%
ASX vs MTB
+839.0%
+2,713.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.4% |
| 6M | +71.4% | +10.9% | +60.6% | +64.7% |
| YTD | +135.3% | +21.5% | +113.8% | +118.6% |
| 1Y | +267.5% | +21.9% | +245.6% | +240.0% |
| 3Y | +388.5% | +109.2% | +279.2% | +269.4% |
| 5Y | +417.1% | +102.0% | +315.1% | +285.5% |
| 10Y | +872.7% | +171.9% | +700.8% | +503.6% |
| All | +3,552.3% | +839.0% | +2,713.3% | +1,217.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling