+108.2%
STT vs MLM
+27.9%
+80.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +2.0% |
| 7D | +0.9% | -3.8% | +4.8% | +2.9% |
| 30D | -2.3% | +11.0% | -13.3% | -7.5% |
| 3M | -7.0% | -3.1% | -3.9% | -5.9% |
| 6M | +15.5% | -9.8% | +25.3% | +20.0% |
| YTD | +35.6% | -14.4% | +50.0% | +43.3% |
| 1Y | +47.9% | -12.6% | +60.4% | +54.2% |
| 3Y | +181.1% | +19.7% | +161.3% | +134.7% |
| 5Y | +108.2% | +29.8% | +78.4% | +56.4% |
| All | +108.2% | +27.9% | +80.3% | +56.4% |
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