+735.0%
STM vs MXL
+249.5%
+485.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.7% | +0.1% |
| 7D | +5.8% | +1.6% | +4.2% | +5.2% |
| 30D | -1.0% | -7.0% | +6.0% | +0.4% |
| 3M | -33.3% | -33.4% | +0.1% | -27.7% |
| 6M | +57.4% | +260.2% | -202.8% | -14.2% |
| YTD | +102.2% | +260.0% | -157.8% | +9.8% |
| 1Y | +99.6% | +303.5% | -203.9% | +2.6% |
| 3Y | +14.5% | +160.4% | -145.9% | -41.3% |
| 5Y | +21.4% | +14.7% | +6.7% | -21.2% |
| 10Y | +695.0% | +215.6% | +479.4% | +234.9% |
| All | +735.0% | +249.5% | +485.4% | +163.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling