+11.2%
MCD vs STRL
+222.3%
-211.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.9% | +13.1% | -1.3% |
| 7D | +8.0% | -34.6% | +42.6% | +6.5% |
| 30D | +19.6% | -56.7% | +76.3% | +16.6% |
| 3M | +2.2% | -54.4% | +56.6% | -0.2% |
| 6M | -1.1% | -69.7% | +68.5% | -4.2% |
| YTD | -7.2% | -20.2% | +13.0% | -9.0% |
| 1Y | -6.7% | -40.6% | +33.9% | -8.7% |
| All | +11.2% | +222.3% | -211.2% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling