+427.0%
MCK vs STRL
+7,221.5%
-6,794.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | -0.4% |
| 7D | -2.9% | +5.0% | -8.0% | -3.3% |
| 30D | +0.4% | -6.9% | +7.3% | +0.9% |
| 3M | +12.1% | -39.1% | +51.2% | +15.9% |
| 6M | -5.4% | +21.5% | -26.9% | -11.7% |
| YTD | +7.8% | +66.9% | -59.1% | -3.5% |
| 1Y | +22.9% | +61.6% | -38.7% | +9.4% |
| 3Y | +110.7% | +560.0% | -449.3% | +45.0% |
| 5Y | +346.2% | +2,238.9% | -1,892.7% | +135.7% |
| All | +427.0% | +7,221.5% | -6,794.5% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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