+672.3%
AU vs MTB
+173.8%
+498.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | +7.3% | -4.8% | +12.1% | +7.1% |
| 3M | +26.3% | +6.0% | +20.4% | +26.7% |
| 6M | +1.8% | +19.6% | -17.8% | +2.7% |
| YTD | +26.8% | +21.5% | +5.3% | +28.1% |
| 1Y | +66.7% | +24.7% | +42.0% | +68.7% |
| 3Y | +579.1% | +108.6% | +470.5% | +611.9% |
| 5Y | +689.3% | +106.7% | +582.6% | +746.6% |
| All | +672.3% | +173.8% | +498.4% | +765.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling