-2.6%
MDT vs STRL
+900.6%
-903.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +2.7% | -19.8% | +22.6% | +2.8% |
| 30D | +14.8% | -43.6% | +58.4% | +15.5% |
| 3M | +14.6% | -45.2% | +59.8% | +15.2% |
| 6M | +35.7% | -65.7% | +101.4% | +38.0% |
| YTD | +8.5% | -5.4% | +13.9% | +4.5% |
| 1Y | +13.3% | -24.7% | +38.0% | +10.2% |
| 3Y | +58.6% | +335.0% | -276.5% | +29.5% |
| 5Y | -2.6% | +915.3% | -917.9% | -35.7% |
| All | -2.6% | +900.6% | -903.2% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling