+237.4%
MP vs STRL
+2,253.9%
-2,016.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -13.9% | +7.8% | -1.7% |
| 7D | -19.0% | -34.6% | +15.6% | -8.3% |
| 30D | -30.5% | -56.7% | +26.2% | -10.6% |
| 3M | -29.6% | -54.4% | +24.8% | -11.5% |
| 6M | -50.4% | -69.7% | +19.3% | -30.8% |
| YTD | -33.2% | -20.2% | -13.0% | -36.0% |
| 1Y | -38.6% | -40.6% | +2.0% | -35.2% |
| 3Y | +105.5% | +221.7% | -116.2% | +4.2% |
| 5Y | -7.8% | +799.0% | -806.8% | -72.6% |
| All | +237.4% | +2,253.9% | -2,016.5% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling