+375.0%
MXL vs STLA
+252.7%
+122.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.1% | +9.1% | +6.9% |
| 7D | +15.5% | +0.7% | +14.7% | +15.1% |
| 30D | -11.3% | -2.4% | -9.0% | -11.1% |
| 3M | -16.1% | -23.9% | +7.8% | -9.4% |
| 6M | +323.0% | -24.6% | +347.6% | +354.9% |
| YTD | +281.5% | -50.5% | +332.0% | +357.4% |
| 1Y | +319.3% | -39.8% | +359.1% | +370.6% |
| 3Y | +189.4% | -65.6% | +255.0% | +283.2% |
| 5Y | +26.0% | -62.1% | +88.1% | +60.4% |
| 10Y | +243.5% | +47.8% | +195.7% | +242.6% |
| All | +375.0% | +252.7% | +122.3% | +382.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling