+254.1%
MP vs STRL
+2,335.6%
-2,081.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.5% | +1.5% | +3.9% |
| 7D | -10.5% | -26.9% | +16.4% | -2.2% |
| 30D | -23.5% | -52.7% | +29.1% | -4.3% |
| 3M | -25.4% | -52.8% | +27.4% | -7.3% |
| 6M | -51.3% | -71.5% | +20.2% | -30.7% |
| YTD | -29.9% | -17.4% | -12.5% | -33.5% |
| 1Y | -31.8% | -35.0% | +3.1% | -30.2% |
| 3Y | +127.0% | +239.2% | -112.2% | +12.9% |
| 5Y | -3.3% | +830.2% | -833.4% | -71.6% |
| All | +254.1% | +2,335.6% | -2,081.5% | -12.9% |
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 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