+43.4%
MMM vs STLA
-74.6%
+117.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.7% |
| 7D | -0.4% | -13.8% | +13.4% | +2.8% |
| 30D | +12.1% | -10.5% | +22.7% | +14.7% |
| 3M | +1.4% | -28.9% | +30.3% | +8.6% |
| 6M | +26.6% | -49.7% | +76.3% | +45.9% |
| YTD | +16.8% | -64.9% | +81.7% | +44.4% |
| 1Y | +10.1% | -64.0% | +74.1% | +34.7% |
| 3Y | +158.4% | -77.4% | +235.8% | +238.2% |
| All | +43.4% | -74.6% | +117.9% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling