+263.8%
STLA vs MDY
+535.1%
-271.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.1% |
| 7D | +2.6% | +0.1% | +2.4% | +2.5% |
| 30D | -1.2% | -1.5% | +0.2% | +0.2% |
| 3M | -24.8% | +0.8% | -25.5% | -25.3% |
| 6M | -25.6% | +7.4% | -33.0% | -30.5% |
| YTD | -48.9% | +15.2% | -64.1% | -56.1% |
| 1Y | -38.8% | +16.5% | -55.3% | -47.7% |
| 3Y | -64.5% | +46.8% | -111.3% | -75.5% |
| 5Y | -62.4% | +46.0% | -108.5% | -73.5% |
| 10Y | +55.4% | +172.1% | -116.7% | -33.4% |
| All | +263.8% | +535.1% | -271.3% | +19.0% |
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