+238.5%
MXL vs STLA
-77.1%
+315.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.0% |
| 7D | +13.4% | -13.8% | +27.2% | +19.0% |
| 30D | -29.2% | -10.5% | -18.7% | -27.0% |
| 3M | -27.2% | -28.9% | +1.6% | -19.2% |
| 6M | -36.4% | -49.7% | +13.3% | -19.7% |
| YTD | +220.0% | -64.9% | +284.9% | +355.0% |
| 1Y | +304.8% | -64.0% | +368.8% | +467.2% |
| 3Y | +238.5% | -77.4% | +315.9% | +494.4% |
| All | +238.5% | -77.1% | +315.6% | +494.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling