+1,370.4%
MCK vs STLA
+246.1%
+1,124.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +0.5% |
| 7D | -3.6% | +0.4% | -4.0% | -3.6% |
| 30D | +1.4% | -5.2% | +6.6% | +1.9% |
| 3M | +13.8% | -24.9% | +38.7% | +16.7% |
| 6M | -5.2% | -25.2% | +20.0% | -3.0% |
| YTD | +9.0% | -51.4% | +60.5% | +15.8% |
| 1Y | +26.9% | -40.7% | +67.6% | +31.2% |
| 3Y | +114.7% | -66.3% | +181.0% | +131.4% |
| 5Y | +347.1% | -63.2% | +410.4% | +368.2% |
| 10Y | +446.4% | +48.7% | +397.6% | +377.7% |
| All | +1,370.4% | +246.1% | +1,124.3% | +1,141.4% |
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