+799.0%
STRL vs MLM
+30.6%
+768.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -5.2% | -8.7% | -10.1% |
| 7D | -34.6% | -1.2% | -33.4% | -34.2% |
| 30D | -56.7% | +7.9% | -64.6% | -59.4% |
| 3M | -54.4% | -4.5% | -50.0% | -53.4% |
| 6M | -69.7% | -12.6% | -57.0% | -67.3% |
| YTD | -20.2% | -14.9% | -5.3% | -12.5% |
| 1Y | -40.6% | -13.1% | -27.5% | -35.7% |
| 3Y | +221.7% | +21.2% | +200.4% | +174.6% |
| 5Y | +799.0% | +32.0% | +767.0% | +614.0% |
| All | +799.0% | +30.6% | +768.3% | +614.0% |
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