+3,988.2%
STRL vs MLM
+167.5%
+3,820.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.5% | +12.5% | +13.4% |
| 7D | -13.3% | -3.8% | -9.5% | -11.2% |
| 30D | -43.3% | +11.0% | -54.3% | -47.3% |
| 3M | -46.9% | -3.1% | -43.8% | -46.3% |
| 6M | -65.6% | -9.8% | -55.8% | -64.2% |
| YTD | -5.1% | -14.4% | +9.3% | +2.4% |
| 1Y | -23.1% | -12.6% | -10.5% | -17.9% |
| 3Y | +346.8% | +19.7% | +327.1% | +299.1% |
| 5Y | +907.2% | +29.8% | +877.4% | +746.1% |
| 10Y | +3,988.2% | +153.5% | +3,834.7% | +2,225.1% |
| All | +3,988.2% | +167.5% | +3,820.7% | +2,225.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling