-15.0%
MLM vs STLA
-61.0%
+46.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.2% |
| 7D | -5.8% | -11.6% | +5.8% | -4.0% |
| 30D | +9.8% | -6.2% | +16.0% | +10.9% |
| 3M | -5.2% | -24.6% | +19.4% | -1.6% |
| 6M | -10.3% | -44.9% | +34.6% | -3.7% |
| YTD | -15.5% | -62.3% | +46.8% | -7.8% |
| 1Y | -15.0% | -61.8% | +46.8% | -8.0% |
| All | -15.0% | -61.0% | +46.0% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling