+235.5%
MXL vs STT
+525.5%
-290.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.4% | +5.4% |
| 7D | +1.6% | +0.5% | +1.2% | +1.3% |
| 30D | -7.0% | +3.9% | -10.9% | -9.2% |
| 3M | -33.4% | +20.0% | -53.4% | -40.8% |
| 6M | +260.2% | +55.3% | +204.8% | +167.9% |
| YTD | +260.0% | +53.3% | +206.6% | +169.7% |
| 1Y | +303.5% | +74.7% | +228.8% | +178.5% |
| 3Y | +160.4% | +205.8% | -45.4% | +26.1% |
| 5Y | +14.7% | +145.0% | -130.3% | -37.6% |
| 10Y | +215.6% | +266.0% | -50.4% | +19.1% |
| All | +235.5% | +525.5% | -290.0% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling