+168.1%
STT vs MLM
+18.7%
+149.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.9% |
| 7D | -2.5% | -4.1% | +1.6% | -0.9% |
| 30D | -5.0% | +8.2% | -13.1% | -7.7% |
| 3M | -10.5% | -3.6% | -6.9% | -9.4% |
| 6M | +10.0% | -15.6% | +25.6% | +16.5% |
| YTD | +30.7% | -16.4% | +47.1% | +37.4% |
| 1Y | +43.8% | -14.3% | +58.1% | +49.2% |
| 3Y | +168.1% | +19.3% | +148.8% | +133.5% |
| All | +168.1% | +18.7% | +149.4% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling