+19.7%
MLM vs MTB
+103.9%
-84.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +1.5% |
| 7D | -3.8% | -0.8% | -3.1% | -3.5% |
| 30D | +11.0% | +2.4% | +8.6% | +10.0% |
| 3M | -3.1% | -10.5% | +7.4% | +1.2% |
| 6M | -9.8% | +6.4% | -16.2% | -11.9% |
| YTD | -14.4% | +12.8% | -27.2% | -18.3% |
| 1Y | -12.6% | +23.3% | -35.8% | -19.3% |
| 3Y | +19.7% | +108.2% | -88.5% | -3.1% |
| All | +19.7% | +103.9% | -84.1% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling