-65.6%
STLA vs MDY
+51.1%
-116.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.3% |
| 7D | +0.7% | +1.0% | -0.3% | -0.5% |
| 30D | -2.4% | -3.1% | +0.8% | +1.4% |
| 3M | -23.9% | +1.8% | -25.7% | -25.6% |
| 6M | -24.6% | +10.8% | -35.4% | -33.2% |
| YTD | -50.5% | +14.4% | -64.9% | -58.8% |
| 1Y | -39.8% | +15.2% | -55.0% | -50.1% |
| 3Y | -65.6% | +51.2% | -116.8% | -79.1% |
| All | -65.6% | +51.1% | -116.7% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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