+9,180.0%
STRL vs MDY
+2,597.3%
+6,582.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | +0.4% |
| 7D | +23.4% | +3.0% | +20.4% | +20.5% |
| 30D | -39.5% | +0.8% | -40.3% | -39.5% |
| 3M | -45.1% | -5.1% | -39.9% | -41.6% |
| 6M | -64.6% | +1.2% | -65.7% | -64.1% |
| YTD | -1.5% | +12.5% | -14.0% | -7.6% |
| 1Y | -20.8% | +13.8% | -34.5% | -26.1% |
| 3Y | +353.1% | +56.4% | +296.7% | +235.9% |
| 5Y | +942.9% | +35.3% | +907.6% | +784.0% |
| 10Y | +3,847.6% | +167.7% | +3,679.9% | +1,984.4% |
| All | +9,180.0% | +2,597.3% | +6,582.7% | +2,147.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling