+19.6%
STM vs MXL
+209.6%
-190.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.3% | -2.6% |
| 7D | +1.7% | +19.0% | -17.3% | -2.6% |
| 30D | -5.2% | +4.5% | -9.6% | -6.8% |
| 3M | -29.6% | -1.5% | -28.1% | -31.5% |
| 6M | +54.4% | +348.6% | -294.3% | -7.8% |
| YTD | +99.5% | +310.3% | -210.8% | +22.0% |
| 1Y | +100.8% | +344.7% | -244.0% | +18.4% |
| All | +19.6% | +209.6% | -190.0% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling