+99.4%
STT vs MLM
+23.5%
+75.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.1% |
| 7D | -2.5% | -4.1% | +1.6% | -0.4% |
| 30D | -5.0% | +8.2% | -13.1% | -8.8% |
| 3M | -10.5% | -3.6% | -6.9% | -9.2% |
| 6M | +10.0% | -15.6% | +25.6% | +18.4% |
| YTD | +30.7% | -16.4% | +47.1% | +39.7% |
| 1Y | +43.8% | -14.3% | +58.1% | +51.4% |
| 3Y | +168.1% | +19.3% | +148.8% | +123.5% |
| All | +99.4% | +23.5% | +75.9% | +52.8% |
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