+25.2%
MCD vs STRL
+900.6%
-875.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | +7.3% | -19.8% | +27.1% | +7.0% |
| 30D | +20.0% | -43.6% | +63.5% | +19.4% |
| 3M | +3.8% | -45.2% | +49.0% | +3.3% |
| 6M | +3.8% | -65.7% | +69.5% | +3.3% |
| YTD | -5.9% | -5.4% | -0.4% | -8.3% |
| 1Y | -3.2% | -24.7% | +21.4% | -5.3% |
| 3Y | +13.3% | +335.0% | -321.8% | -1.3% |
| 5Y | +25.2% | +915.3% | -890.0% | -5.5% |
| All | +25.2% | +900.6% | -875.3% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling