+95.4%
STM vs MXL
+292.8%
-197.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | +16.3% | +33.1% | -16.8% | +8.8% |
| 30D | -6.3% | -33.5% | +27.2% | +1.1% |
| 3M | -14.1% | -20.7% | +6.6% | -11.0% |
| 6M | -19.6% | -35.9% | +16.3% | -15.6% |
| YTD | +80.1% | +238.3% | -158.1% | +19.9% |
| 1Y | +95.4% | +296.2% | -200.9% | +21.3% |
| All | +95.4% | +292.8% | -197.4% | +21.3% |
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