+21.6%
MCD vs STRL
+2,010.6%
-1,989.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.8% | -7.3% | -1.5% |
| 7D | -2.8% | +3.4% | -6.2% | -2.8% |
| 30D | -6.0% | -9.2% | +3.2% | -6.0% |
| 3M | -5.6% | -51.0% | +45.5% | -5.3% |
| 6M | -21.9% | +15.8% | -37.6% | -23.1% |
| YTD | -14.7% | +58.9% | -73.6% | -16.7% |
| 1Y | -17.3% | +68.5% | -85.8% | -19.6% |
| 3Y | -2.2% | +485.2% | -487.4% | -13.1% |
| All | +21.6% | +2,010.6% | -1,989.0% | -11.6% |
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