+2,133.0%
STRL vs MDY
+47.1%
+2,085.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +4.2% |
| 7D | +10.1% | +1.0% | +9.1% | +8.4% |
| 30D | -8.2% | -3.1% | -5.1% | -3.4% |
| 3M | -43.7% | +1.8% | -45.5% | -44.5% |
| 6M | +27.1% | +10.8% | +16.3% | +14.4% |
| YTD | +64.0% | +14.4% | +49.6% | +41.8% |
| 1Y | +75.2% | +15.2% | +60.0% | +52.1% |
| 3Y | +539.9% | +51.2% | +488.7% | +321.9% |
| 5Y | +2,133.0% | +47.2% | +2,085.7% | +1,432.0% |
| All | +2,133.0% | +47.1% | +2,085.9% | +1,432.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling