+211.7%
MCD vs STRL
+3,580.1%
-3,368.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.7% |
| 7D | +7.1% | -26.9% | +34.0% | +8.3% |
| 30D | +19.8% | -52.7% | +72.4% | +23.7% |
| 3M | +0.8% | -52.8% | +53.6% | +3.9% |
| 6M | -1.3% | -71.5% | +70.2% | +3.9% |
| YTD | -7.8% | -17.4% | +9.7% | -11.5% |
| 1Y | -5.0% | -35.0% | +30.0% | -7.3% |
| 3Y | +10.5% | +239.2% | -228.7% | -12.5% |
| 5Y | +22.0% | +830.2% | -808.2% | -17.6% |
| All | +211.7% | +3,580.1% | -3,368.4% | +68.8% |
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