+257.8%
MXL vs STT
+183.0%
+74.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.4% |
| 7D | +33.1% | +5.1% | +27.9% | +26.5% |
| 30D | -33.5% | -0.2% | -33.3% | -32.1% |
| 3M | -20.7% | -8.1% | -12.5% | -11.4% |
| 6M | -35.9% | +16.6% | -52.5% | -43.9% |
| YTD | +238.3% | +37.8% | +200.4% | +145.5% |
| 1Y | +296.2% | +46.8% | +249.4% | +169.0% |
| All | +257.8% | +183.0% | +74.8% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling