+465.1%
STM vs MXL
+161.9%
+303.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +2.4% |
| 7D | +12.0% | +13.4% | -1.4% | +6.9% |
| 30D | -0.4% | -29.2% | +28.9% | +10.4% |
| 3M | -13.2% | -27.2% | +14.0% | -6.6% |
| 6M | -26.1% | -36.4% | +10.3% | -21.1% |
| YTD | +81.2% | +220.0% | -138.8% | -8.8% |
| 1Y | +98.3% | +304.8% | -206.5% | -9.6% |
| 3Y | +16.7% | +238.5% | -221.7% | -53.4% |
| 5Y | -4.8% | -18.8% | +13.9% | -33.5% |
| All | +465.1% | +161.9% | +303.2% | +90.6% |
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