-17.9%
STM vs MLM
+30.6%
-48.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -5.2% | -7.2% | -9.2% |
| 7D | -20.1% | -1.2% | -18.9% | -19.4% |
| 30D | -32.0% | +7.9% | -39.9% | -35.2% |
| 3M | -24.2% | -4.5% | -19.7% | -22.1% |
| 6M | -29.9% | -12.6% | -17.3% | -24.8% |
| YTD | +54.9% | -14.9% | +69.8% | +67.9% |
| 1Y | +68.0% | -13.1% | +81.1% | +79.4% |
| 3Y | -0.1% | +21.2% | -21.4% | -19.1% |
| 5Y | -17.9% | +32.0% | -49.9% | -42.0% |
| All | -17.9% | +30.6% | -48.5% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling