+167.5%
STT vs MLM
+20.9%
+146.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.2% | +0.4% | -2.8% |
| 7D | -4.9% | -1.2% | -3.7% | -4.4% |
| 30D | -6.0% | +7.9% | -13.9% | -8.6% |
| 3M | -11.7% | -4.5% | -7.2% | -10.3% |
| 6M | +11.7% | -12.6% | +24.3% | +16.7% |
| YTD | +30.4% | -14.9% | +45.3% | +36.2% |
| 1Y | +43.9% | -13.1% | +57.0% | +48.7% |
| All | +167.5% | +20.9% | +146.6% | +131.5% |
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