+98.8%
STM vs MXL
+329.6%
-230.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.5% | -1.0% |
| 7D | -1.1% | +16.6% | -17.7% | -4.1% |
| 30D | -7.8% | +0.5% | -8.3% | -8.3% |
| 3M | -28.2% | -3.6% | -24.6% | -28.8% |
| 6M | +52.0% | +328.0% | -276.0% | -3.7% |
| YTD | +96.4% | +297.8% | -201.4% | +27.0% |
| 1Y | +98.8% | +339.4% | -240.6% | +20.7% |
| All | +98.8% | +329.6% | -230.8% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling