-1.1%
MCD vs STRL
-66.4%
+65.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.9% | +13.1% | -2.6% |
| 7D | +8.0% | -34.6% | +42.6% | +2.7% |
| 30D | +19.6% | -56.7% | +76.3% | +8.5% |
| 3M | +2.2% | -54.4% | +56.6% | -6.4% |
| 6M | -1.1% | -69.7% | +68.5% | -13.9% |
| All | -1.1% | -66.4% | +65.3% | -13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling