+160.9%
MMM vs STLA
-76.9%
+237.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.1% | +4.7% | -0.3% |
| 7D | -0.8% | -13.1% | +12.2% | +1.6% |
| 30D | +14.4% | -13.3% | +27.7% | +17.1% |
| 3M | +1.8% | -27.9% | +29.6% | +7.1% |
| 6M | +31.3% | -47.8% | +79.1% | +45.7% |
| YTD | +18.0% | -64.6% | +82.5% | +39.1% |
| 1Y | +10.9% | -64.0% | +74.9% | +29.9% |
| All | +160.9% | -76.9% | +237.8% | +197.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling