+31.8%
MCK vs STLA
-38.0%
+69.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.4% |
| 7D | +1.7% | +2.6% | -0.8% | +1.9% |
| 30D | +3.6% | -1.2% | +4.9% | +3.6% |
| 3M | +20.1% | -24.8% | +44.8% | +18.0% |
| 6M | -7.0% | -25.6% | +18.5% | -8.5% |
| YTD | +11.0% | -48.9% | +60.0% | +6.3% |
| 1Y | +31.8% | -38.8% | +70.6% | +25.6% |
| All | +31.8% | -38.0% | +69.8% | +25.6% |
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