+4,599.3%
MDT vs STRL
+12,054.0%
-7,454.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.1% |
| 7D | -3.2% | +7.1% | -10.3% | -3.4% |
| 30D | +10.5% | -39.4% | +49.9% | +11.6% |
| 3M | +13.0% | -43.0% | +55.9% | +14.1% |
| 6M | +38.7% | -65.0% | +103.7% | +41.2% |
| YTD | +8.5% | -0.8% | +9.3% | +7.2% |
| 1Y | +10.0% | -20.3% | +30.3% | +9.3% |
| 3Y | +58.6% | +356.5% | -297.9% | +49.6% |
| 5Y | -0.3% | +952.8% | -953.1% | -8.3% |
| 10Y | +61.3% | +3,877.1% | -3,815.8% | +43.1% |
| All | +4,599.3% | +12,054.0% | -7,454.7% | +4,036.2% |
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