+14.6%
MMM vs STLA
-57.6%
+72.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +5.8% | -6.4% | +12.1% | +6.3% |
| 30D | +17.9% | -1.3% | +19.3% | +18.0% |
| 3M | +3.6% | -19.9% | +23.5% | +4.9% |
| 6M | +32.9% | -42.9% | +75.8% | +36.7% |
| YTD | +19.5% | -59.4% | +78.9% | +23.3% |
| All | +14.6% | -57.6% | +72.2% | +16.4% |
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