+29.8%
MLM vs STLA
-70.4%
+100.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | -3.8% | -6.4% | +2.5% | -2.4% |
| 30D | +11.0% | -1.3% | +12.3% | +11.1% |
| 3M | -3.1% | -19.9% | +16.9% | +1.4% |
| 6M | -9.8% | -42.9% | +33.1% | +1.6% |
| YTD | -14.4% | -59.4% | +45.1% | +2.7% |
| 1Y | -12.6% | -56.8% | +44.3% | +3.0% |
| 3Y | +19.7% | -73.1% | +92.8% | +53.7% |
| 5Y | +29.8% | -70.1% | +99.8% | +51.1% |
| All | +29.8% | -70.4% | +100.1% | +51.1% |
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