+43.5%
MLM vs MTB
+101.8%
-58.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -2.9% | +1.7% | -4.6% | -3.5% |
| 30D | -6.8% | -4.2% | -2.6% | -5.3% |
| 3M | -11.2% | +8.9% | -20.1% | -14.1% |
| 6M | -21.8% | +10.9% | -32.7% | -24.9% |
| YTD | -17.0% | +21.5% | -38.5% | -23.1% |
| 1Y | -16.4% | +21.9% | -38.3% | -22.7% |
| 3Y | +14.5% | +109.2% | -94.8% | -14.7% |
| All | +43.5% | +101.8% | -58.3% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling