+784.0%
AU vs MTB
+821.2%
-37.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +0.6% | +1.1% | -0.4% | +0.6% |
| 30D | +12.3% | -4.6% | +16.9% | +12.8% |
| 3M | +29.4% | +6.3% | +23.1% | +28.5% |
| 6M | +3.2% | +15.6% | -12.4% | +1.7% |
| YTD | +31.8% | +20.6% | +11.3% | +29.3% |
| 1Y | +83.4% | +22.5% | +60.9% | +79.6% |
| 3Y | +623.1% | +114.4% | +508.7% | +565.1% |
| 5Y | +700.5% | +101.9% | +598.6% | +631.6% |
| 10Y | +717.6% | +170.4% | +547.2% | +572.6% |
| All | +784.0% | +821.2% | -37.2% | +471.9% |
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