+2,022.6%
STRL vs MLM
+41.9%
+1,980.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.6% | +4.9% |
| 7D | +3.4% | -2.9% | +6.3% | +5.6% |
| 30D | -9.2% | -6.8% | -2.4% | -4.5% |
| 3M | -51.0% | -11.2% | -39.8% | -47.8% |
| 6M | +15.8% | -21.8% | +37.6% | +37.8% |
| YTD | +58.9% | -17.0% | +75.8% | +78.8% |
| 1Y | +68.5% | -16.4% | +84.9% | +89.3% |
| 3Y | +485.2% | +14.5% | +470.7% | +429.4% |
| All | +2,022.6% | +41.9% | +1,980.6% | +1,580.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling