+3,667.9%
STRL vs MLM
+138.2%
+3,529.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -2.6% |
| 7D | +15.7% | -0.9% | +16.5% | +16.5% |
| 30D | -35.5% | +9.0% | -44.5% | -39.3% |
| 3M | -47.1% | -5.6% | -41.6% | -45.7% |
| 6M | -65.8% | -10.7% | -55.1% | -64.2% |
| YTD | -4.5% | -17.2% | +12.6% | +5.1% |
| 1Y | -10.5% | -14.2% | +3.7% | -3.5% |
| 3Y | +340.6% | +15.6% | +325.0% | +302.1% |
| 5Y | +911.0% | +26.2% | +884.8% | +763.9% |
| All | +3,667.9% | +138.2% | +3,529.7% | +2,071.4% |
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