+7,285.0%
STRL vs MDY
+177.2%
+7,107.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +4.3% |
| 7D | +5.0% | -1.9% | +6.9% | +7.7% |
| 30D | -6.9% | -4.6% | -2.3% | -0.5% |
| 3M | -39.1% | -1.2% | -37.8% | -37.5% |
| 6M | +21.5% | +9.2% | +12.3% | +12.5% |
| YTD | +66.9% | +13.1% | +53.8% | +48.4% |
| 1Y | +61.6% | +13.0% | +48.6% | +45.6% |
| 3Y | +560.0% | +49.2% | +510.8% | +343.4% |
| 5Y | +2,238.9% | +47.2% | +2,191.6% | +1,497.6% |
| All | +7,285.0% | +177.2% | +7,107.8% | +2,514.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling