+2,125.4%
STRL vs MXL
+34.9%
+2,090.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.5% | -8.9% | -3.3% |
| 7D | +8.2% | +19.0% | -10.8% | +3.4% |
| 30D | -6.3% | +4.5% | -10.8% | -7.7% |
| 3M | -41.2% | -1.5% | -39.7% | -42.0% |
| 6M | +20.4% | +348.6% | -328.3% | -26.2% |
| YTD | +61.7% | +310.3% | -248.6% | +1.6% |
| 1Y | +72.7% | +344.7% | -272.0% | +5.4% |
| 3Y | +530.9% | +211.2% | +319.7% | +276.8% |
| 5Y | +2,125.4% | +34.8% | +2,090.5% | +1,501.2% |
| All | +2,125.4% | +34.9% | +2,090.5% | +1,501.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling