+22.6%
MCD vs STLA
-74.2%
+96.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.1% | +5.7% | +0.1% |
| 7D | -1.6% | -13.1% | +11.5% | -0.4% |
| 30D | +16.0% | -13.3% | +29.3% | +17.4% |
| 3M | 0.0% | -27.9% | +27.8% | +2.6% |
| 6M | +0.9% | -47.8% | +48.8% | +6.4% |
| YTD | -8.7% | -64.6% | +55.8% | -0.9% |
| 1Y | -8.6% | -64.0% | +55.4% | -1.0% |
| 3Y | +9.9% | -76.8% | +86.7% | +24.2% |
| 5Y | +22.6% | -74.2% | +96.8% | +34.8% |
| All | +22.6% | -74.2% | +96.8% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling