+3,667.9%
STRL vs MDY
+165.3%
+3,502.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -2.9% | -2.9% |
| 7D | +15.7% | +2.3% | +13.4% | +12.7% |
| 30D | -35.5% | +2.0% | -37.5% | -36.6% |
| 3M | -47.1% | -5.6% | -41.5% | -41.9% |
| 6M | -65.8% | +1.3% | -67.1% | -65.3% |
| YTD | -4.5% | +12.3% | -16.8% | -13.2% |
| 1Y | -10.5% | +15.8% | -26.3% | -21.4% |
| 3Y | +340.6% | +56.5% | +284.1% | +183.7% |
| 5Y | +911.0% | +35.1% | +875.9% | +676.7% |
| All | +3,667.9% | +165.3% | +3,502.6% | +1,448.0% |
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 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