+364.9%
MXL vs STLA
-40.1%
+405.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.3% | +5.3% | +7.2% |
| 7D | +18.9% | -2.9% | +21.7% | +19.3% |
| 30D | +0.3% | +0.9% | -0.6% | +0.2% |
| 3M | -8.0% | -21.6% | +13.6% | -4.1% |
| 6M | +341.2% | -21.6% | +362.9% | +352.7% |
| YTD | +327.8% | -50.4% | +378.2% | +386.0% |
| 1Y | +364.9% | -43.6% | +408.5% | +396.2% |
| All | +364.9% | -40.1% | +405.0% | +396.2% |
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