+127.0%
MP vs STRL
+233.5%
-106.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.5% | +1.5% | +4.0% |
| 7D | -10.5% | -26.9% | +16.4% | -3.7% |
| 30D | -23.5% | -52.7% | +29.1% | -8.1% |
| 3M | -25.4% | -52.8% | +27.4% | -10.8% |
| 6M | -51.3% | -71.5% | +20.2% | -35.0% |
| YTD | -29.9% | -17.4% | -12.5% | -31.3% |
| 1Y | -31.8% | -35.0% | +3.1% | -29.5% |
| 3Y | +127.0% | +239.2% | -112.2% | +56.5% |
| All | +127.0% | +233.5% | -106.5% | +56.5% |
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