+211.3%
MCD vs STRL
+4,310.8%
-4,099.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +15.0% | -13.2% | +1.1% |
| 7D | +5.9% | -13.3% | +19.3% | +6.3% |
| 30D | +19.6% | -43.3% | +63.0% | +22.5% |
| 3M | +3.3% | -46.9% | +50.1% | +5.9% |
| 6M | +3.5% | -65.6% | +69.1% | +7.9% |
| YTD | -6.1% | -5.1% | -1.0% | -10.5% |
| 1Y | -3.7% | -23.1% | +19.4% | -6.9% |
| 3Y | +13.4% | +346.8% | -333.5% | -12.2% |
| 5Y | +25.2% | +907.2% | -882.0% | -15.3% |
| 10Y | +211.3% | +3,988.2% | -3,776.9% | +67.8% |
| All | +211.3% | +4,310.8% | -4,099.5% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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