+110.7%
MCK vs STLA
-66.1%
+176.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | +0.2% |
| 7D | -2.9% | -2.9% | 0.0% | -3.0% |
| 30D | +0.4% | +0.9% | -0.5% | +0.5% |
| 3M | +12.1% | -21.6% | +33.7% | +11.1% |
| 6M | -5.4% | -21.6% | +16.2% | -6.2% |
| YTD | +7.8% | -50.4% | +58.2% | +5.4% |
| 1Y | +22.9% | -43.6% | +66.5% | +20.5% |
| 3Y | +110.7% | -66.4% | +177.1% | +101.8% |
| All | +110.7% | -66.1% | +176.9% | +101.8% |
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 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