-19.1%
MXL vs STT
+104.1%
-123.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.2% | -5.3% |
| 7D | +13.4% | +4.8% | +8.7% | +9.4% |
| 30D | -29.2% | +3.9% | -33.2% | -30.6% |
| 3M | -27.2% | -8.2% | -19.1% | -20.4% |
| 6M | -36.4% | +15.6% | -52.0% | -42.4% |
| YTD | +220.0% | +37.6% | +182.4% | +150.4% |
| 1Y | +304.8% | +50.1% | +254.7% | +195.6% |
| 3Y | +238.5% | +183.1% | +55.4% | +56.1% |
| All | -19.1% | +104.1% | -123.2% | -56.3% |
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 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