+43.5%
MLM vs STLA
-62.4%
+105.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +0.9% |
| 7D | -2.9% | +2.6% | -5.5% | -3.5% |
| 30D | -6.8% | -1.2% | -5.6% | -6.7% |
| 3M | -11.2% | -24.8% | +13.5% | -5.7% |
| 6M | -21.8% | -25.6% | +3.7% | -17.0% |
| YTD | -17.0% | -48.9% | +32.0% | -5.1% |
| 1Y | -16.4% | -38.8% | +22.4% | -9.8% |
| 3Y | +14.5% | -64.5% | +79.0% | +37.5% |
| All | +43.5% | -62.4% | +105.9% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling