+150.0%
STLA vs MDY
+519.3%
-369.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -13.8% | +2.3% | -16.0% | -15.7% |
| 30D | -10.5% | +2.0% | -12.5% | -12.3% |
| 3M | -28.9% | -5.6% | -23.2% | -24.5% |
| 6M | -49.7% | +1.3% | -51.0% | -50.3% |
| YTD | -64.9% | +12.3% | -77.3% | -69.0% |
| 1Y | -64.0% | +15.8% | -79.8% | -69.1% |
| 3Y | -77.4% | +56.5% | -133.9% | -85.3% |
| 5Y | -74.4% | +35.1% | -109.6% | -80.5% |
| 10Y | -6.4% | +167.4% | -173.8% | -59.1% |
| All | +150.0% | +519.3% | -369.4% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling