+143.4%
MLM vs MTB
+122.1%
+21.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.1% |
| 7D | -2.9% | -0.7% | -2.2% | -2.5% |
| 30D | +10.4% | +1.4% | +9.0% | +9.8% |
| 3M | -3.7% | -11.6% | +7.9% | +1.8% |
| 6M | -10.3% | +5.4% | -15.7% | -12.4% |
| YTD | -14.8% | +11.7% | -26.5% | -19.2% |
| 1Y | -13.9% | +20.5% | -34.4% | -21.1% |
| 3Y | +18.4% | +104.5% | -86.1% | -16.9% |
| 5Y | +31.8% | +65.1% | -33.3% | -1.4% |
| 10Y | +143.4% | +119.5% | +23.9% | +35.6% |
| All | +143.4% | +122.1% | +21.3% | +35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling