+10.8%
MMM vs STLA
-40.1%
+50.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | -0.3% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | -8.0% | -2.4% | -5.7% | -7.8% |
| 3M | +9.4% | -23.9% | +33.2% | +12.0% |
| 6M | +10.2% | -24.6% | +34.9% | +12.7% |
| YTD | +6.1% | -50.5% | +56.6% | +12.8% |
| 1Y | +10.8% | -39.8% | +50.6% | +9.6% |
| All | +10.8% | -40.1% | +50.9% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling