-32.6%
MP vs STRL
-22.7%
-10.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.1% | +6.6% | +4.4% |
| 7D | +9.5% | +15.7% | -6.2% | +4.7% |
| 30D | -3.0% | -35.5% | +32.5% | +8.3% |
| 3M | -30.4% | -47.1% | +16.8% | -18.2% |
| 6M | -39.2% | -65.8% | +26.6% | -21.0% |
| YTD | -23.3% | -4.5% | -18.8% | -39.0% |
| 1Y | -32.6% | -10.5% | -22.2% | -43.7% |
| All | -32.6% | -22.7% | -10.0% | -43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling