0.0%
STRL vs MDLN
+15.3%
-15.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +18.4% | -39.8% | -17.0% |
| 7D | -27.1% | +24.7% | -51.7% | -22.6% |
| 30D | -45.8% | +12.7% | -58.5% | -42.8% |
| 3M | -47.6% | -4.0% | -43.6% | -45.6% |
| 6M | -46.4% | -8.7% | -37.7% | -41.9% |
| YTD | -7.4% | -3.9% | -3.4% | +4.6% |
| All | 0.0% | +15.3% | -15.3% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling