+942.6%
MTB vs RBA
+3,565.6%
-2,623.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +1.7% | -2.9% | +4.7% | +2.5% |
| 30D | -4.2% | -12.3% | +8.1% | -1.1% |
| 3M | +8.9% | -20.5% | +29.4% | +14.6% |
| 6M | +10.9% | -18.5% | +29.4% | +15.9% |
| YTD | +21.5% | -18.2% | +39.7% | +26.5% |
| 1Y | +21.9% | -27.5% | +49.4% | +30.8% |
| 3Y | +109.2% | +38.1% | +71.2% | +89.2% |
| 5Y | +102.0% | +44.8% | +57.2% | +76.3% |
| 10Y | +171.9% | +187.1% | -15.2% | +90.8% |
| All | +942.6% | +3,565.6% | -2,623.0% | +359.0% |
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