+154.5%
STT vs MLM
+41.9%
+112.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +74.3% |
| YTD | +53.3% | -17.0% | +70.3% | +64.9% |
| 1Y | +74.7% | -16.4% | +91.1% | +86.6% |
| 3Y | +205.8% | +14.5% | +191.4% | +162.6% |
| All | +154.5% | +41.9% | +112.6% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling