+181.2%
MLM vs STLA
+18.3%
+162.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -4.1% | -4.5% | +0.4% | -2.9% |
| 30D | +8.2% | -3.9% | +12.1% | +9.1% |
| 3M | -3.6% | -20.2% | +16.6% | +1.9% |
| 6M | -15.6% | -42.2% | +26.6% | -2.8% |
| YTD | -16.4% | -59.3% | +42.9% | +4.2% |
| 1Y | -14.3% | -56.1% | +41.7% | +4.0% |
| 3Y | +19.3% | -73.7% | +93.0% | +61.2% |
| 5Y | +29.6% | -70.3% | +99.9% | +62.6% |
| All | +181.2% | +18.3% | +162.9% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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