+101.0%
STT vs MLM
+30.6%
+70.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.2% | +0.4% | -2.1% |
| 7D | -4.9% | -1.2% | -3.7% | -4.3% |
| 30D | -6.0% | +7.9% | -13.9% | -9.7% |
| 3M | -11.7% | -4.5% | -7.2% | -10.0% |
| 6M | +11.7% | -12.6% | +24.3% | +18.0% |
| YTD | +30.4% | -14.9% | +45.3% | +38.2% |
| 1Y | +43.9% | -13.1% | +57.0% | +50.6% |
| 3Y | +165.4% | +21.2% | +144.2% | +119.7% |
| 5Y | +101.0% | +32.0% | +69.0% | +47.7% |
| All | +101.0% | +30.6% | +70.4% | +47.7% |
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