+197.6%
STT vs MLM
+149.0%
+48.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.7% |
| 7D | +1.1% | -2.9% | +4.0% | +2.7% |
| 30D | -1.9% | +10.4% | -12.3% | -6.9% |
| 3M | -7.6% | -3.7% | -3.9% | -6.2% |
| 6M | +16.0% | -10.3% | +26.2% | +20.7% |
| YTD | +36.2% | -14.8% | +51.0% | +44.3% |
| 1Y | +46.8% | -13.9% | +60.7% | +54.6% |
| 3Y | +177.8% | +18.4% | +159.4% | +142.0% |
| 5Y | +105.8% | +31.8% | +74.0% | +65.6% |
| 10Y | +197.6% | +143.4% | +54.2% | +62.3% |
| All | +197.6% | +149.0% | +48.6% | +62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling