+53.8%
MMM vs STLA
+48.0%
+5.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | +0.1% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | -8.0% | -2.4% | -5.7% | -7.7% |
| 3M | +9.4% | -23.9% | +33.2% | +16.2% |
| 6M | +10.2% | -24.6% | +34.9% | +16.8% |
| YTD | +6.1% | -50.5% | +56.6% | +23.1% |
| 1Y | +10.8% | -39.8% | +50.6% | +20.9% |
| 3Y | +104.8% | -65.6% | +170.4% | +148.8% |
| 5Y | +27.0% | -62.1% | +89.1% | +46.2% |
| 10Y | +53.8% | +47.8% | +6.0% | +30.6% |
| All | +53.8% | +48.0% | +5.8% | +30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling