+18,433.0%
STRL vs MLM
+2,961.7%
+15,471.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.6% | +5.2% |
| 7D | +3.4% | -2.9% | +6.3% | +4.8% |
| 30D | -9.2% | -6.8% | -2.4% | -6.4% |
| 3M | -51.0% | -11.2% | -39.8% | -49.1% |
| 6M | +15.8% | -21.8% | +37.6% | +28.5% |
| YTD | +58.9% | -17.0% | +75.8% | +71.2% |
| 1Y | +68.5% | -16.4% | +84.9% | +81.6% |
| 3Y | +485.2% | +14.5% | +470.7% | +458.1% |
| 5Y | +2,005.1% | +41.7% | +1,963.4% | +1,724.1% |
| 10Y | +7,118.0% | +200.0% | +6,917.9% | +4,403.1% |
| All | +18,433.0% | +2,961.7% | +15,471.2% | +7,872.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling