+297.0%
MXL vs STLA
-53.0%
+350.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.8% | -14.9% | -11.3% |
| 7D | -24.3% | -0.6% | -23.7% | -24.3% |
| 30D | -46.1% | +3.6% | -49.7% | -46.3% |
| 3M | -21.8% | -20.6% | -1.2% | -20.0% |
| 6M | -27.2% | -34.3% | +7.1% | -23.5% |
| YTD | +226.2% | -57.3% | +283.5% | +266.6% |
| 1Y | +297.0% | -52.6% | +349.6% | +305.4% |
| All | +297.0% | -53.0% | +350.0% | +305.4% |
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