+21.1%
STM vs MXL
+34.9%
-13.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.3% | -3.0% |
| 7D | +1.7% | +19.0% | -17.3% | -3.5% |
| 30D | -5.2% | +4.5% | -9.6% | -7.2% |
| 3M | -29.6% | -1.5% | -28.1% | -32.2% |
| 6M | +54.4% | +348.6% | -294.3% | -19.3% |
| YTD | +99.5% | +310.3% | -210.8% | +7.2% |
| 1Y | +100.8% | +344.7% | -244.0% | +3.2% |
| 3Y | +20.2% | +211.2% | -191.0% | -40.4% |
| 5Y | +21.1% | +34.8% | -13.7% | -16.5% |
| All | +21.1% | +34.9% | -13.8% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling