-74.4%
GRAB vs MTB
+136.8%
-211.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.4% |
| 7D | -13.9% | +1.1% | -15.0% | -14.1% |
| 30D | -17.2% | -4.6% | -12.5% | -16.1% |
| 3M | -7.9% | +6.3% | -14.1% | -9.4% |
| 6M | -23.2% | +15.6% | -38.8% | -26.2% |
| YTD | -39.1% | +20.6% | -59.6% | -42.1% |
| 1Y | -42.5% | +22.5% | -65.1% | -45.7% |
| 3Y | -18.3% | +114.4% | -132.7% | -32.9% |
| 5Y | -71.7% | +101.9% | -173.6% | -75.7% |
| All | -74.4% | +136.8% | -211.2% | -78.5% |
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