+2,923.6%
STRL vs MXL
+249.5%
+2,674.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.5% | +0.2% | +4.4% |
| 7D | +3.4% | +1.6% | +1.8% | +3.0% |
| 30D | -9.2% | -7.0% | -2.2% | -7.9% |
| 3M | -51.0% | -33.4% | -17.6% | -46.9% |
| 6M | +15.8% | +260.2% | -244.4% | -23.8% |
| YTD | +58.9% | +260.0% | -201.1% | +4.4% |
| 1Y | +68.5% | +303.5% | -235.0% | +7.1% |
| 3Y | +485.2% | +160.4% | +324.8% | +273.6% |
| 5Y | +2,005.1% | +14.7% | +1,990.4% | +1,438.5% |
| 10Y | +7,118.0% | +215.6% | +6,902.4% | +3,605.3% |
| All | +2,923.6% | +249.5% | +2,674.0% | +1,201.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling