+7,161.0%
STRL vs MLM
+199.9%
+6,961.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.6% | +5.0% |
| 7D | +3.4% | -2.9% | +6.3% | +5.3% |
| 30D | -9.2% | -6.8% | -2.4% | -5.3% |
| 3M | -51.0% | -11.2% | -39.8% | -48.3% |
| 6M | +15.8% | -21.8% | +37.6% | +33.7% |
| YTD | +58.9% | -17.0% | +75.8% | +75.7% |
| 1Y | +68.5% | -16.4% | +84.9% | +86.3% |
| 3Y | +485.2% | +14.5% | +470.7% | +443.0% |
| 5Y | +2,005.1% | +41.7% | +1,963.4% | +1,604.5% |
| All | +7,161.0% | +199.9% | +6,961.1% | +4,187.2% |
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