+868.2%
MTB vs RBA
+4,102.2%
-3,234.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +1.7% |
| 7D | -0.8% | +2.5% | -3.3% | -1.4% |
| 30D | +2.4% | +11.6% | -9.2% | -0.5% |
| 3M | -10.5% | +1.5% | -12.0% | -11.1% |
| 6M | +6.4% | -6.6% | +13.0% | +7.4% |
| YTD | +12.8% | -6.3% | +19.1% | +13.4% |
| 1Y | +23.3% | -4.0% | +27.2% | +23.1% |
| 3Y | +108.2% | +47.3% | +61.0% | +85.0% |
| 5Y | +68.6% | +47.7% | +20.9% | +46.6% |
| 10Y | +125.3% | +224.7% | -99.5% | +53.0% |
| All | +868.2% | +4,102.2% | -3,234.0% | +311.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling