+594.0%
MLM vs STLA
+263.8%
+330.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 6M | -21.8% | -25.6% | +3.7% | -17.5% |
| YTD | -17.0% | -48.9% | +32.0% | -6.6% |
| 1Y | -16.4% | -38.8% | +22.4% | -10.1% |
| 3Y | +14.5% | -64.5% | +79.0% | +33.9% |
| 5Y | +41.7% | -62.4% | +104.2% | +60.7% |
| 10Y | +200.0% | +55.4% | +144.6% | +165.8% |
| All | +594.0% | +263.8% | +330.2% | +522.7% |
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