+153.5%
MLM vs MTB
+136.2%
+17.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +1.4% |
| 7D | -3.8% | -0.8% | -3.1% | -3.5% |
| 30D | +11.0% | +2.4% | +8.6% | +9.9% |
| 3M | -3.1% | -10.5% | +7.4% | +1.9% |
| 6M | -9.8% | +6.4% | -16.2% | -12.3% |
| YTD | -14.4% | +12.8% | -27.2% | -19.1% |
| 1Y | -12.6% | +23.3% | -35.8% | -20.7% |
| 3Y | +19.7% | +108.2% | -88.5% | -16.6% |
| 5Y | +29.8% | +68.6% | -38.8% | -3.9% |
| 10Y | +153.5% | +125.3% | +28.2% | +36.9% |
| All | +153.5% | +136.2% | +17.3% | +36.9% |
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