+357.9%
STRL vs MLM
+18.0%
+339.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.5% |
| 7D | +7.1% | -5.8% | +12.9% | +12.7% |
| 30D | -39.4% | +9.8% | -49.2% | -44.3% |
| 3M | -43.0% | -5.2% | -37.8% | -41.0% |
| 6M | -65.0% | -10.3% | -54.7% | -62.9% |
| YTD | -0.8% | -15.5% | +14.7% | +10.3% |
| 1Y | -20.3% | -15.0% | -5.3% | -11.4% |
| All | +357.9% | +18.0% | +339.8% | +253.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling