+455.7%
STX vs MLM
+30.6%
+425.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -5.2% | -11.1% | -13.9% |
| 7D | -33.4% | -1.2% | -32.2% | -32.9% |
| 30D | -42.1% | +7.9% | -50.0% | -44.2% |
| 3M | -44.3% | -4.5% | -39.8% | -43.3% |
| 6M | -39.4% | -12.6% | -26.8% | -36.5% |
| YTD | +70.0% | -14.9% | +84.8% | +79.1% |
| 1Y | +70.2% | -13.1% | +83.2% | +77.6% |
| 3Y | +585.2% | +21.2% | +563.9% | +462.8% |
| 5Y | +455.7% | +32.0% | +423.7% | +309.3% |
| All | +455.7% | +30.6% | +425.0% | +309.3% |
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 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