+504.0%
STRL vs MLM
+15.1%
+488.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.6% | +4.8% |
| 7D | +3.4% | -2.9% | +6.3% | +5.9% |
| 30D | -9.2% | -6.8% | -2.4% | -3.9% |
| 3M | -51.0% | -11.2% | -39.8% | -47.5% |
| 6M | +15.8% | -21.8% | +37.6% | +42.1% |
| YTD | +58.9% | -17.0% | +75.8% | +80.9% |
| 1Y | +68.5% | -16.4% | +84.9% | +91.1% |
| All | +504.0% | +15.1% | +488.9% | +399.9% |
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