+875.5%
MDB vs STRL
+1,618.7%
-743.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +2.1% |
| 7D | -11.4% | -26.9% | +15.5% | -7.0% |
| 30D | -13.8% | -52.7% | +38.8% | -3.0% |
| 3M | -15.5% | -52.8% | +37.4% | -5.3% |
| 6M | +17.9% | -71.5% | +89.4% | +40.3% |
| YTD | -25.5% | -17.4% | -8.0% | -31.4% |
| 1Y | -12.1% | -35.0% | +22.9% | -15.2% |
| 3Y | -5.9% | +239.2% | -245.1% | -39.0% |
| 5Y | -43.7% | +830.2% | -873.9% | -71.1% |
| All | +875.5% | +1,618.7% | -743.2% | +282.9% |
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 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