+3,635.3%
STX vs MLM
+199.9%
+3,435.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +5.9% |
| 7D | +2.4% | -2.9% | +5.3% | +3.6% |
| 30D | +1.4% | -6.8% | +8.2% | +4.1% |
| 3M | -8.2% | -11.2% | +3.0% | -5.1% |
| 6M | +127.0% | -21.8% | +148.9% | +147.6% |
| YTD | +209.1% | -17.0% | +226.1% | +227.1% |
| 1Y | +365.4% | -16.4% | +381.8% | +389.8% |
| 3Y | +1,135.4% | +14.5% | +1,120.9% | +1,026.2% |
| 5Y | +991.5% | +41.7% | +949.8% | +801.3% |
| All | +3,635.3% | +199.9% | +3,435.4% | +2,152.3% |
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