-72.5%
STLA vs MDY
+37.8%
-110.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -4.5% |
| 7D | -11.6% | +0.2% | -11.8% | -11.9% |
| 30D | -6.2% | +2.1% | -8.3% | -8.6% |
| 3M | -24.6% | -3.6% | -21.0% | -21.2% |
| 6M | -44.9% | +1.7% | -46.6% | -46.0% |
| YTD | -62.3% | +13.8% | -76.1% | -68.2% |
| 1Y | -61.8% | +15.5% | -77.3% | -68.3% |
| 3Y | -75.3% | +58.3% | -133.7% | -85.8% |
| 5Y | -72.5% | +37.4% | -109.9% | -81.1% |
| All | -72.5% | +37.8% | -110.3% | -81.1% |
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 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