+267.4%
STT vs MLM
+199.9%
+67.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.4% |
| 7D | +0.5% | -2.9% | +3.4% | +1.9% |
| 30D | +3.9% | -6.8% | +10.7% | +7.4% |
| 3M | +20.0% | -11.2% | +31.2% | +26.0% |
| 6M | +55.3% | -21.8% | +77.1% | +73.8% |
| YTD | +53.3% | -17.0% | +70.3% | +65.0% |
| 1Y | +74.7% | -16.4% | +91.1% | +87.0% |
| 3Y | +205.8% | +14.5% | +191.4% | +171.0% |
| 5Y | +145.0% | +41.7% | +103.3% | +90.8% |
| All | +267.4% | +199.9% | +67.5% | +95.7% |
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