+181.2%
MLM vs MTB
+135.3%
+46.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -4.1% | -1.3% | -2.8% | -3.5% |
| 30D | +8.2% | +0.5% | +7.7% | +8.0% |
| 3M | -3.6% | -12.4% | +8.8% | +2.4% |
| 6M | -15.6% | +1.5% | -17.1% | -16.2% |
| YTD | -16.4% | +10.3% | -26.7% | -20.3% |
| 1Y | -14.3% | +22.2% | -36.5% | -22.1% |
| 3Y | +19.3% | +96.9% | -77.6% | -15.1% |
| 5Y | +29.6% | +64.3% | -34.7% | -3.3% |
| All | +181.2% | +135.3% | +46.0% | +24.8% |
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