+274.2%
MXL vs STLA
+51.6%
+222.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | +16.6% | -3.8% | +20.5% | +18.5% |
| 30D | +0.5% | -3.1% | +3.6% | +1.1% |
| 3M | -3.6% | -19.6% | +16.0% | +5.5% |
| 6M | +328.0% | -23.5% | +351.5% | +372.2% |
| YTD | +297.8% | -51.5% | +349.3% | +426.6% |
| 1Y | +339.4% | -39.7% | +379.1% | +415.4% |
| 3Y | +201.7% | -66.3% | +268.1% | +363.3% |
| 5Y | +32.8% | -63.1% | +95.9% | +88.9% |
| All | +274.2% | +51.6% | +222.6% | +297.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling