-14.3%
MLM vs STLA
-56.7%
+42.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -4.1% | -4.5% | +0.4% | -3.4% |
| 30D | +8.2% | -3.9% | +12.1% | +8.7% |
| 3M | -3.6% | -20.2% | +16.6% | -0.8% |
| 6M | -15.6% | -42.2% | +26.6% | -10.1% |
| YTD | -16.4% | -59.3% | +42.9% | -9.7% |
| 1Y | -14.3% | -56.1% | +41.7% | -8.8% |
| All | -14.3% | -56.7% | +42.4% | -8.8% |
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