+427.0%
MCK vs STLA
+55.1%
+372.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.2% |
| 7D | -2.9% | -2.9% | 0.0% | -2.6% |
| 30D | +0.4% | +0.9% | -0.5% | +0.2% |
| 3M | +12.1% | -21.6% | +33.7% | +14.9% |
| 6M | -5.4% | -21.6% | +16.2% | -3.5% |
| YTD | +7.8% | -50.4% | +58.2% | +15.3% |
| 1Y | +22.9% | -43.6% | +66.5% | +28.5% |
| 3Y | +110.7% | -66.4% | +177.1% | +130.9% |
| 5Y | +346.2% | -62.3% | +408.5% | +366.1% |
| All | +427.0% | +55.1% | +372.0% | +309.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling