+422.5%
STM vs MLM
+167.5%
+255.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.3% | +5.4% |
| 7D | -5.6% | -3.8% | -1.7% | -3.4% |
| 30D | -14.4% | +11.0% | -25.4% | -19.2% |
| 3M | -20.5% | -3.1% | -17.4% | -19.3% |
| 6M | -24.5% | -9.8% | -14.7% | -21.2% |
| YTD | +72.7% | -14.4% | +87.0% | +84.7% |
| 1Y | +91.0% | -12.6% | +103.6% | +102.0% |
| 3Y | +13.5% | +19.7% | -6.2% | -0.2% |
| 5Y | -9.2% | +29.8% | -39.0% | -24.8% |
| 10Y | +422.5% | +153.5% | +269.0% | +193.2% |
| All | +422.5% | +167.5% | +255.1% | +193.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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