+215.7%
MXL vs STLA
-66.8%
+282.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.9% | +9.4% | +8.2% |
| 7D | +19.0% | +0.4% | +18.6% | +18.6% |
| 30D | +4.5% | -5.2% | +9.7% | +6.0% |
| 3M | -1.5% | -24.9% | +23.3% | +9.2% |
| 6M | +348.6% | -25.2% | +373.8% | +391.2% |
| YTD | +310.3% | -51.4% | +361.7% | +428.8% |
| 1Y | +344.7% | -40.7% | +385.4% | +408.8% |
| All | +215.7% | -66.8% | +282.5% | +386.5% |
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