+168.9%
STLA vs MDY
+527.6%
-358.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -4.3% |
| 7D | -11.6% | +0.2% | -11.8% | -11.9% |
| 30D | -6.2% | +2.1% | -8.3% | -8.2% |
| 3M | -24.6% | -3.6% | -21.0% | -21.7% |
| 6M | -44.9% | +1.7% | -46.6% | -45.7% |
| YTD | -62.3% | +13.8% | -76.1% | -67.1% |
| 1Y | -61.8% | +15.5% | -77.3% | -67.2% |
| 3Y | -75.3% | +58.3% | -133.7% | -84.1% |
| 5Y | -72.5% | +37.4% | -109.9% | -79.4% |
| 10Y | +0.8% | +171.0% | -170.2% | -56.6% |
| All | +168.9% | +527.6% | -358.6% | -10.9% |
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