+6,774.3%
MCD vs STRL
+9,673.6%
-2,899.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.9% | +13.1% | -0.5% |
| 7D | +8.0% | -34.6% | +42.6% | +8.9% |
| 30D | +19.6% | -56.7% | +76.3% | +21.6% |
| 3M | +2.2% | -54.4% | +56.6% | +3.7% |
| 6M | -1.1% | -69.7% | +68.5% | +0.9% |
| YTD | -7.2% | -20.2% | +13.0% | -7.9% |
| 1Y | -6.7% | -40.6% | +33.9% | -6.8% |
| 3Y | +11.6% | +221.7% | -210.1% | +5.9% |
| 5Y | +22.6% | +799.0% | -776.3% | +12.9% |
| 10Y | +218.4% | +3,451.5% | -3,233.0% | +181.4% |
| All | +6,774.3% | +9,673.6% | -2,899.3% | +5,953.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling