-11.9%
MDB vs STRL
+340.9%
-352.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -1.0% | -19.8% | +18.8% | +1.6% |
| 30D | -14.0% | -43.6% | +29.6% | -7.4% |
| 3M | -20.3% | -45.2% | +24.9% | -14.2% |
| 6M | +10.9% | -65.7% | +76.6% | +25.3% |
| YTD | -20.9% | -5.4% | -15.5% | -32.6% |
| 1Y | -11.2% | -24.7% | +13.5% | -20.0% |
| 3Y | -11.9% | +335.0% | -347.0% | -45.9% |
| All | -11.9% | +340.9% | -352.8% | -45.9% |
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 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