+959.5%
MDB vs STRL
+1,950.3%
-990.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +11.6% | +23.4% | -11.9% | +7.5% |
| 30D | -8.9% | -39.5% | +30.6% | -1.7% |
| 3M | -22.4% | -45.1% | +22.7% | -15.3% |
| 6M | +10.1% | -64.6% | +74.6% | +26.3% |
| YTD | -19.0% | -1.5% | -17.5% | -27.7% |
| 1Y | -7.0% | -20.8% | +13.8% | -13.4% |
| 3Y | -9.8% | +353.1% | -363.0% | -44.3% |
| 5Y | -40.1% | +942.9% | -982.9% | -69.9% |
| All | +959.5% | +1,950.3% | -990.8% | +303.2% |
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