+13.3%
MCD vs STLA
-74.3%
+87.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.5% |
| 7D | +7.3% | -4.9% | +12.2% | +7.6% |
| 30D | +20.0% | -4.9% | +24.9% | +20.2% |
| 3M | +3.8% | -23.7% | +27.5% | +5.0% |
| 6M | +3.8% | -45.0% | +48.7% | +6.4% |
| YTD | -5.9% | -60.9% | +55.0% | -2.1% |
| 1Y | -3.2% | -58.9% | +55.6% | +0.3% |
| 3Y | +13.3% | -74.4% | +87.7% | +27.1% |
| All | +13.3% | -74.3% | +87.5% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling