+655.9%
STM vs MXL
+313.4%
+342.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.5% | -6.0% | -1.0% |
| 7D | -1.4% | +18.9% | -20.3% | -7.2% |
| 30D | -4.9% | +0.3% | -5.3% | -6.0% |
| 3M | -34.0% | -8.0% | -25.9% | -35.8% |
| 6M | +51.8% | +341.2% | -289.4% | -28.9% |
| YTD | +99.4% | +327.8% | -228.5% | -6.1% |
| 1Y | +99.1% | +364.9% | -265.8% | -10.9% |
| 3Y | +19.5% | +229.2% | -209.8% | -49.5% |
| 5Y | +19.5% | +42.8% | -23.3% | -31.9% |
| All | +655.9% | +313.4% | +342.5% | +146.9% |
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