+335.9%
MMM vs STLA
+263.8%
+72.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.1% |
| 7D | -3.3% | +2.6% | -5.9% | -3.8% |
| 30D | -7.0% | -1.2% | -5.8% | -7.0% |
| 3M | +10.8% | -24.8% | +35.6% | +15.9% |
| 6M | +5.8% | -25.6% | +31.3% | +10.5% |
| YTD | +6.8% | -48.9% | +55.7% | +18.0% |
| 1Y | +10.4% | -38.8% | +49.2% | +17.4% |
| 3Y | +104.7% | -64.5% | +169.2% | +134.0% |
| 5Y | +23.6% | -62.4% | +86.0% | +37.6% |
| 10Y | +54.1% | +55.4% | -1.3% | +40.5% |
| All | +335.9% | +263.8% | +72.1% | +280.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling