+157.1%
MMM vs STRL
+233.5%
-76.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.6% |
| 7D | +6.2% | -26.9% | +33.1% | +8.1% |
| 30D | +14.2% | -52.7% | +66.9% | +20.5% |
| 3M | +2.9% | -52.8% | +55.7% | +8.4% |
| 6M | +27.6% | -71.5% | +99.0% | +39.5% |
| YTD | +17.3% | -17.4% | +34.7% | +9.6% |
| 1Y | +15.1% | -35.0% | +50.0% | +10.9% |
| 3Y | +157.1% | +239.2% | -82.1% | +84.0% |
| All | +157.1% | +233.5% | -76.4% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling