+287.6%
MP vs STRL
+2,716.9%
-2,429.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.1% | +6.6% | +4.5% |
| 7D | +9.5% | +15.7% | -6.2% | +4.3% |
| 30D | -3.0% | -35.5% | +32.5% | +9.7% |
| 3M | -30.4% | -47.1% | +16.8% | -16.6% |
| 6M | -39.2% | -65.8% | +26.6% | -18.5% |
| YTD | -23.3% | -4.5% | -18.8% | -30.7% |
| 1Y | -32.6% | -10.5% | -22.2% | -37.8% |
| 3Y | +159.3% | +340.6% | -181.3% | +18.6% |
| 5Y | -16.4% | +911.0% | -927.5% | -76.2% |
| All | +287.6% | +2,716.9% | -2,429.3% | -9.1% |
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