-9.3%
MCD vs STLA
-64.5%
+55.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -1.6% | -13.8% | +12.1% | -0.8% |
| 30D | +14.1% | -10.5% | +24.7% | +14.9% |
| 3M | +0.6% | -28.9% | +29.5% | +2.0% |
| 6M | 0.0% | -49.7% | +49.8% | +2.3% |
| YTD | -9.3% | -64.9% | +55.7% | -5.9% |
| 1Y | -9.3% | -64.0% | +54.7% | -6.4% |
| All | -9.3% | -64.5% | +55.2% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling