+18.4%
MLM vs STLA
-74.3%
+92.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.1% |
| 7D | -2.9% | -4.9% | +2.0% | -2.0% |
| 30D | +10.4% | -4.9% | +15.3% | +11.2% |
| 3M | -3.7% | -23.7% | +19.9% | +0.1% |
| 6M | -10.3% | -45.0% | +34.7% | -2.1% |
| YTD | -14.8% | -60.9% | +46.1% | -3.3% |
| 1Y | -13.9% | -58.9% | +45.0% | -3.2% |
| 3Y | +18.4% | -74.4% | +92.8% | +42.6% |
| All | +18.4% | -74.3% | +92.6% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling