+7,285.0%
STRL vs MXL
+313.4%
+6,971.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.5% | -2.1% | +3.4% |
| 7D | +5.0% | +18.9% | -13.8% | +0.3% |
| 30D | -6.9% | +0.3% | -7.2% | -7.3% |
| 3M | -39.1% | -8.0% | -31.0% | -39.0% |
| 6M | +21.5% | +341.2% | -319.7% | -26.3% |
| YTD | +66.9% | +327.8% | -260.9% | +1.9% |
| 1Y | +61.6% | +364.9% | -303.3% | -4.1% |
| 3Y | +560.0% | +229.2% | +330.8% | +282.6% |
| 5Y | +2,238.9% | +42.8% | +2,196.1% | +1,482.2% |
| All | +7,285.0% | +313.4% | +6,971.6% | +3,405.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling