+346.8%
STRL vs MDY
+57.1%
+289.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.2% | +11.8% | +8.6% |
| 7D | -13.3% | +0.7% | -14.0% | -13.7% |
| 30D | -43.3% | +1.3% | -44.6% | -44.1% |
| 3M | -46.9% | -4.1% | -42.8% | -41.2% |
| 6M | -65.6% | +1.0% | -66.6% | -65.0% |
| YTD | -5.1% | +13.3% | -18.4% | -18.6% |
| 1Y | -23.1% | +15.7% | -38.8% | -35.8% |
| 3Y | +346.8% | +59.6% | +287.3% | +179.5% |
| All | +346.8% | +57.1% | +289.7% | +179.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling