+539.9%
STRL vs MDY
+51.1%
+488.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +4.5% |
| 7D | +10.1% | +1.0% | +9.1% | +7.9% |
| 30D | -8.2% | -3.1% | -5.1% | -2.0% |
| 3M | -43.7% | +1.8% | -45.5% | -44.9% |
| 6M | +27.1% | +10.8% | +16.3% | +11.0% |
| YTD | +64.0% | +14.4% | +49.6% | +36.2% |
| 1Y | +75.2% | +15.2% | +60.0% | +46.0% |
| 3Y | +539.9% | +51.2% | +488.7% | +305.5% |
| All | +539.9% | +51.1% | +488.8% | +305.5% |
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