+22.7%
MCD vs STRL
+779.4%
-756.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.5% |
| 7D | +7.1% | -26.9% | +34.0% | +6.7% |
| 30D | +19.8% | -52.7% | +72.4% | +19.0% |
| 3M | +0.8% | -52.8% | +53.6% | +0.1% |
| 6M | -1.3% | -71.5% | +70.2% | -1.9% |
| YTD | -7.8% | -17.4% | +9.7% | -10.3% |
| 1Y | -5.0% | -35.0% | +30.0% | -7.1% |
| 3Y | +10.5% | +239.2% | -228.7% | -3.0% |
| All | +22.7% | +779.4% | -756.6% | -7.4% |
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