-9.3%
MCD vs STRL
-22.7%
+13.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | -0.8% |
| 7D | -1.6% | +15.7% | -17.3% | -0.7% |
| 30D | +14.1% | -35.5% | +49.6% | +11.7% |
| 3M | +0.6% | -47.1% | +47.7% | -2.3% |
| 6M | 0.0% | -65.8% | +65.8% | -4.1% |
| YTD | -9.3% | -4.5% | -4.7% | -9.8% |
| 1Y | -9.3% | -10.5% | +1.2% | -10.3% |
| All | -9.3% | -22.7% | +13.4% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling