+611.6%
MLM vs STLA
+190.5%
+421.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.5% | -0.6% | -4.2% |
| 7D | -1.2% | -5.5% | +4.3% | -0.1% |
| 30D | +7.9% | -3.7% | +11.6% | +8.6% |
| 3M | -4.5% | -21.1% | +16.7% | -0.3% |
| 6M | -12.6% | -38.3% | +25.7% | -4.5% |
| YTD | -14.9% | -59.2% | +44.4% | -0.2% |
| 1Y | -13.1% | -56.7% | +43.6% | +0.4% |
| 3Y | +21.2% | -74.3% | +95.6% | +51.0% |
| 5Y | +32.0% | -70.2% | +102.2% | +56.4% |
| 10Y | +195.3% | +23.4% | +172.0% | +173.2% |
| All | +611.6% | +190.5% | +421.0% | +565.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling