+34.8%
MXL vs STT
+158.4%
-123.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.5% | +7.5% |
| 7D | +19.0% | +1.0% | +18.0% | +17.9% |
| 30D | +4.5% | +2.8% | +1.7% | +2.4% |
| 3M | -1.5% | +18.1% | -19.6% | -13.6% |
| 6M | +348.6% | +59.2% | +289.4% | +206.0% |
| YTD | +310.3% | +51.5% | +258.8% | +190.9% |
| 1Y | +344.7% | +75.7% | +269.1% | +181.2% |
| 3Y | +211.2% | +200.8% | +10.4% | +32.2% |
| 5Y | +34.8% | +155.8% | -120.9% | -38.5% |
| All | +34.8% | +158.4% | -123.5% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling