+40.6%
MDT vs STRL
+7,055.3%
-7,014.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -0.3% | +8.2% | -8.5% | -0.9% |
| 30D | +2.8% | -6.3% | +9.1% | +3.1% |
| 3M | +13.1% | -41.2% | +54.3% | +16.9% |
| 6M | +2.3% | +20.4% | -18.0% | -2.8% |
| YTD | -2.7% | +61.7% | -64.4% | -10.6% |
| 1Y | +0.9% | +72.7% | -71.9% | -8.9% |
| 3Y | +26.8% | +530.9% | -504.1% | -6.6% |
| 5Y | -19.5% | +2,125.4% | -2,144.8% | -52.4% |
| 10Y | +40.6% | +7,301.3% | -7,260.8% | -31.1% |
| All | +40.6% | +7,055.3% | -7,014.8% | -31.1% |
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