+22.5%
MTB vs RBA
-29.1%
+51.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +1.1% | -1.9% | +3.0% | +1.5% |
| 30D | -4.6% | -13.0% | +8.4% | -1.5% |
| 3M | +6.3% | -23.1% | +29.4% | +12.1% |
| 6M | +15.6% | -22.6% | +38.2% | +21.3% |
| YTD | +20.6% | -20.4% | +40.9% | +23.7% |
| 1Y | +22.5% | -29.6% | +52.1% | +28.2% |
| All | +22.5% | -29.1% | +51.6% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling