+935.2%
MDB vs STRL
+1,868.5%
-933.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -1.0% | -19.8% | +18.8% | +2.1% |
| 30D | -14.0% | -43.6% | +29.6% | -6.0% |
| 3M | -20.3% | -45.2% | +24.9% | -13.0% |
| 6M | +10.9% | -65.7% | +76.6% | +27.9% |
| YTD | -20.9% | -5.4% | -15.5% | -28.9% |
| 1Y | -11.2% | -24.7% | +13.5% | -16.5% |
| 3Y | -11.9% | +335.0% | -347.0% | -45.2% |
| 5Y | -40.2% | +915.3% | -955.5% | -69.8% |
| All | +935.2% | +1,868.5% | -933.3% | +296.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling