+461.8%
STM vs MXL
+176.8%
+285.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.0% |
| 7D | +16.3% | +33.1% | -16.8% | +5.0% |
| 30D | -6.3% | -33.5% | +27.2% | +6.0% |
| 3M | -14.1% | -20.7% | +6.6% | -10.2% |
| 6M | -19.6% | -35.9% | +16.3% | -14.5% |
| YTD | +80.1% | +238.3% | -158.1% | -10.9% |
| 1Y | +95.4% | +296.2% | -200.9% | -9.9% |
| 3Y | +14.7% | +254.1% | -239.4% | -54.9% |
| 5Y | -5.4% | -14.1% | +8.7% | -35.1% |
| All | +461.8% | +176.8% | +285.0% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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