-20.1%
MDT vs STRL
+2,093.0%
-2,113.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.1% | -2.0% |
| 7D | +0.4% | +10.1% | -9.7% | +0.2% |
| 30D | +6.0% | -8.2% | +14.2% | +6.2% |
| 3M | +15.5% | -43.7% | +59.2% | +17.2% |
| 6M | +3.4% | +27.1% | -23.7% | +0.4% |
| YTD | -2.2% | +64.0% | -66.2% | -6.3% |
| 1Y | +2.6% | +75.2% | -72.6% | -2.6% |
| 3Y | +27.5% | +539.9% | -512.4% | +5.5% |
| 5Y | -20.1% | +2,133.0% | -2,153.1% | -48.9% |
| All | -20.1% | +2,093.0% | -2,113.1% | -48.9% |
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 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