+11,526.8%
STRL vs MTB
+5,559.1%
+5,967.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.3% | +12.7% | +14.0% |
| 7D | -13.3% | -0.8% | -12.6% | -13.0% |
| 30D | -43.3% | +2.4% | -45.7% | -44.0% |
| 3M | -46.9% | -10.5% | -36.4% | -44.3% |
| 6M | -65.6% | +6.4% | -72.0% | -66.8% |
| YTD | -5.1% | +12.8% | -17.9% | -10.6% |
| 1Y | -23.1% | +23.3% | -46.3% | -30.4% |
| 3Y | +346.8% | +108.2% | +238.6% | +219.4% |
| 5Y | +907.2% | +68.6% | +838.6% | +666.6% |
| 10Y | +3,988.2% | +125.3% | +3,862.9% | +2,608.7% |
| All | +11,526.8% | +5,559.1% | +5,967.7% | +4,342.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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