+169.2%
MTB vs RBA
+195.3%
-26.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -0.4% | -3.3% | +2.8% | +0.5% |
| 30D | -4.6% | -9.8% | +5.2% | -2.0% |
| 3M | +7.4% | -23.5% | +30.9% | +14.6% |
| 6M | +18.7% | -21.5% | +40.2% | +25.6% |
| YTD | +21.1% | -21.2% | +42.2% | +27.6% |
| 1Y | +24.1% | -30.2% | +54.3% | +35.1% |
| 3Y | +115.3% | +25.3% | +90.0% | +98.9% |
| 5Y | +106.0% | +35.1% | +70.9% | +82.0% |
| All | +169.2% | +195.3% | -26.1% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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