+193.4%
MCD vs STLA
-4.1%
+197.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -1.6% | -13.8% | +12.1% | +0.5% |
| 30D | +14.1% | -10.5% | +24.7% | +15.8% |
| 3M | +0.6% | -28.9% | +29.5% | +5.3% |
| 6M | 0.0% | -49.7% | +49.8% | +9.8% |
| YTD | -9.3% | -64.9% | +55.7% | +4.2% |
| 1Y | -9.3% | -64.0% | +54.7% | +3.6% |
| 3Y | +8.6% | -77.4% | +86.0% | +31.0% |
| 5Y | +21.9% | -74.4% | +96.3% | +39.9% |
| All | +193.4% | -4.1% | +197.5% | +177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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