+3,667.8%
STRL vs MLM
+185.4%
+3,482.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.6% |
| 7D | -26.9% | -4.1% | -22.8% | -25.2% |
| 30D | -52.7% | +8.2% | -60.8% | -55.3% |
| 3M | -52.8% | -3.6% | -49.3% | -52.3% |
| 6M | -71.5% | -15.6% | -55.9% | -69.1% |
| YTD | -17.4% | -16.4% | -1.0% | -9.8% |
| 1Y | -35.0% | -14.3% | -20.6% | -29.8% |
| 3Y | +239.2% | +19.3% | +219.9% | +203.2% |
| 5Y | +830.2% | +29.6% | +800.6% | +682.0% |
| All | +3,667.8% | +185.4% | +3,482.4% | +1,973.4% |
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