+1,883.6%
STX vs MLM
+185.4%
+1,698.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.5% |
| 7D | -28.5% | -4.1% | -24.4% | -27.2% |
| 30D | -42.9% | +8.2% | -51.1% | -44.8% |
| 3M | -45.9% | -3.6% | -42.3% | -45.4% |
| 6M | -41.3% | -15.6% | -25.7% | -38.2% |
| YTD | +67.9% | -16.4% | +84.4% | +76.7% |
| 1Y | +66.5% | -14.3% | +80.9% | +73.7% |
| 3Y | +588.0% | +19.3% | +568.7% | +515.2% |
| 5Y | +449.1% | +29.6% | +419.5% | +366.9% |
| All | +1,883.6% | +185.4% | +1,698.2% | +1,132.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling