-15.7%
STM vs MLM
+23.5%
-39.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.3% | +5.6% |
| 7D | -10.7% | -4.1% | -6.6% | -8.3% |
| 30D | -25.7% | +8.2% | -33.9% | -29.5% |
| 3M | -21.6% | -3.6% | -18.0% | -20.0% |
| 6M | -27.8% | -15.6% | -12.2% | -20.8% |
| YTD | +61.8% | -16.4% | +78.2% | +77.3% |
| 1Y | +78.1% | -14.3% | +92.4% | +91.8% |
| 3Y | +4.9% | +19.3% | -14.4% | -14.3% |
| All | -15.7% | +23.5% | -39.3% | -39.0% |
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