-63.2%
STLA vs MDY
+45.8%
-109.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -0.6% |
| 7D | +0.4% | -0.8% | +1.2% | +1.4% |
| 30D | -5.2% | -3.9% | -1.3% | -0.7% |
| 3M | -24.9% | 0.0% | -24.8% | -24.8% |
| 6M | -25.2% | +8.5% | -33.7% | -31.9% |
| YTD | -51.4% | +13.2% | -64.6% | -58.7% |
| 1Y | -40.7% | +15.0% | -55.7% | -50.3% |
| 3Y | -66.3% | +49.6% | -115.8% | -79.1% |
| 5Y | -63.2% | +46.0% | -109.3% | -76.5% |
| All | -63.2% | +45.8% | -109.1% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling