+392.6%
STM vs MLM
+185.4%
+207.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.3% | +5.4% |
| 7D | -10.7% | -4.1% | -6.6% | -8.7% |
| 30D | -25.7% | +8.2% | -33.9% | -28.9% |
| 3M | -21.6% | -3.6% | -18.0% | -20.2% |
| 6M | -27.8% | -15.6% | -12.2% | -22.1% |
| YTD | +61.8% | -16.4% | +78.2% | +75.0% |
| 1Y | +78.1% | -14.3% | +92.4% | +90.2% |
| 3Y | +4.9% | +19.3% | -14.4% | -7.4% |
| 5Y | -14.3% | +29.6% | -43.8% | -28.6% |
| All | +392.6% | +185.4% | +207.2% | +184.3% |
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