+3,052.5%
STT vs MLM
+3,039.4%
+13.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.2% | +0.4% | -2.2% |
| 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% | -10.1% |
| 6M | +11.7% | -12.6% | +24.3% | +17.6% |
| YTD | +30.4% | -14.9% | +45.3% | +38.0% |
| 1Y | +43.9% | -13.1% | +57.0% | +50.7% |
| 3Y | +165.4% | +21.2% | +144.2% | +132.0% |
| 5Y | +101.0% | +32.0% | +69.0% | +66.5% |
| 10Y | +210.7% | +195.3% | +15.4% | +62.1% |
| All | +3,052.5% | +3,039.4% | +13.1% | +549.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling