+61.0%
STRL vs MXL
+329.6%
-268.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +1.0% | -1.3% |
| 7D | +5.4% | +16.6% | -11.2% | +1.4% |
| 30D | -9.0% | +0.5% | -9.5% | -9.4% |
| 3M | -37.1% | -3.6% | -33.4% | -36.8% |
| 6M | +17.8% | +328.0% | -310.2% | -30.7% |
| YTD | +58.3% | +297.8% | -239.5% | -4.2% |
| 1Y | +61.0% | +339.4% | -278.4% | -10.5% |
| All | +61.0% | +329.6% | -268.6% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling