+481.3%
MCD vs STLA
+263.8%
+217.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.6% |
| 7D | -2.8% | +2.6% | -5.4% | -3.1% |
| 30D | -6.0% | -1.2% | -4.8% | -6.0% |
| 3M | -5.6% | -24.8% | +19.2% | -3.1% |
| 6M | -21.9% | -25.6% | +3.7% | -19.9% |
| YTD | -14.7% | -48.9% | +34.2% | -9.5% |
| 1Y | -17.3% | -38.8% | +21.5% | -14.3% |
| 3Y | -2.2% | -64.5% | +62.4% | +5.8% |
| 5Y | +20.3% | -62.4% | +82.7% | +27.4% |
| 10Y | +180.7% | +55.4% | +125.3% | +159.2% |
| All | +481.3% | +263.8% | +217.5% | +421.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling