+40.4%
MXL vs STLA
-62.8%
+103.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.3% | +5.3% | +6.5% |
| 7D | +18.9% | -2.9% | +21.7% | +20.3% |
| 30D | +0.3% | +0.9% | -0.6% | -0.7% |
| 3M | -8.0% | -21.6% | +13.6% | +2.1% |
| 6M | +341.2% | -21.6% | +362.9% | +382.3% |
| YTD | +327.8% | -50.4% | +378.2% | +470.4% |
| 1Y | +364.9% | -43.6% | +408.5% | +468.9% |
| 3Y | +229.2% | -66.4% | +295.6% | +430.2% |
| All | +40.4% | -62.8% | +103.2% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling