+178.8%
MXL vs STT
+198.7%
-19.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | +33.1% | +5.1% | +27.9% | +28.8% |
| 30D | -33.5% | -0.2% | -33.3% | -32.5% |
| 3M | -20.7% | -8.1% | -12.5% | -14.4% |
| 6M | -35.9% | +16.6% | -52.5% | -41.4% |
| YTD | +238.3% | +37.8% | +200.4% | +175.3% |
| 1Y | +296.2% | +46.8% | +249.4% | +209.7% |
| 3Y | +254.1% | +181.2% | +73.0% | +83.6% |
| 5Y | -14.1% | +105.1% | -119.3% | -47.4% |
| All | +178.8% | +198.7% | -19.9% | +21.3% |
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