+21.0%
STM vs MLM
+41.9%
-21.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.2% |
| 7D | +5.8% | -2.9% | +8.7% | +7.7% |
| 30D | -1.0% | -6.8% | +5.8% | +3.3% |
| 3M | -33.3% | -11.2% | -22.0% | -29.1% |
| 6M | +57.4% | -21.8% | +79.2% | +81.7% |
| YTD | +102.2% | -17.0% | +119.2% | +122.6% |
| 1Y | +99.6% | -16.4% | +116.0% | +117.9% |
| 3Y | +14.5% | +14.5% | 0.0% | -2.9% |
| All | +21.0% | +41.9% | -21.0% | -14.5% |
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