+195.2%
MCD vs STRL
+3,816.9%
-3,621.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -1.6% | +23.4% | -25.0% | -2.6% |
| 30D | +16.0% | -39.5% | +55.6% | +18.4% |
| 3M | 0.0% | -45.1% | +45.0% | +2.3% |
| 6M | +0.9% | -64.6% | +65.5% | +5.1% |
| YTD | -8.7% | -1.5% | -7.2% | -13.2% |
| 1Y | -8.6% | -20.8% | +12.2% | -11.7% |
| 3Y | +9.9% | +353.1% | -343.3% | -14.8% |
| 5Y | +22.6% | +942.9% | -920.2% | -17.2% |
| All | +195.2% | +3,816.9% | -3,621.7% | +59.9% |
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