-5.9%
MDB vs STRL
+233.5%
-239.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +2.2% |
| 7D | -11.4% | -26.9% | +15.5% | -8.0% |
| 30D | -13.8% | -52.7% | +38.8% | -5.7% |
| 3M | -15.5% | -52.8% | +37.4% | -7.8% |
| 6M | +17.9% | -71.5% | +89.4% | +34.9% |
| YTD | -25.5% | -17.4% | -8.0% | -33.9% |
| 1Y | -12.1% | -35.0% | +22.9% | -18.0% |
| 3Y | -5.9% | +239.2% | -245.1% | -31.0% |
| All | -5.9% | +233.5% | -239.4% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling