+378.8%
MMM vs STLA
+189.9%
+189.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +6.2% | -4.5% | +10.7% | +7.1% |
| 30D | +14.2% | -3.9% | +18.1% | +14.8% |
| 3M | +2.9% | -20.2% | +23.1% | +6.5% |
| 6M | +27.6% | -42.2% | +69.7% | +39.0% |
| YTD | +17.3% | -59.3% | +76.6% | +34.4% |
| 1Y | +15.1% | -56.1% | +71.1% | +29.8% |
| 3Y | +157.1% | -73.7% | +230.8% | +208.7% |
| 5Y | +45.1% | -70.3% | +115.4% | +67.9% |
| 10Y | +83.9% | +23.1% | +60.8% | +74.0% |
| All | +378.8% | +189.9% | +189.0% | +333.1% |
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