+302.4%
MXL vs STT
+271.9%
+30.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.1% | +6.4% | +6.8% |
| 7D | +18.9% | -0.4% | +19.3% | +19.2% |
| 30D | +0.3% | +1.7% | -1.4% | -0.6% |
| 3M | -8.0% | +17.9% | -25.9% | -17.6% |
| 6M | +341.2% | +55.3% | +286.0% | +226.1% |
| YTD | +327.8% | +52.7% | +275.2% | +219.8% |
| 1Y | +364.9% | +75.7% | +289.2% | +217.7% |
| 3Y | +229.2% | +197.9% | +31.3% | +61.1% |
| 5Y | +42.8% | +158.8% | -116.0% | -25.6% |
| All | +302.4% | +271.9% | +30.5% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling