+57.4%
STM vs MXL
+257.1%
-199.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.7% | +0.9% |
| 7D | +5.8% | +1.6% | +4.2% | +5.5% |
| 30D | -1.0% | -7.0% | +6.0% | 0.0% |
| 3M | -33.3% | -33.4% | +0.1% | -30.3% |
| 6M | +57.4% | +260.2% | -202.8% | +4.8% |
| All | +57.4% | +257.1% | -199.7% | +4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling