+339.0%
MCK vs STRL
+2,151.3%
-1,812.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | +0.1% |
| 7D | -2.9% | +5.0% | -8.0% | -2.9% |
| 30D | +0.4% | -6.9% | +7.3% | +0.4% |
| 3M | +12.1% | -39.1% | +51.2% | +12.6% |
| 6M | -5.4% | +21.5% | -26.9% | -8.2% |
| YTD | +7.8% | +66.9% | -59.1% | +3.3% |
| 1Y | +22.9% | +61.6% | -38.7% | +17.5% |
| 3Y | +110.7% | +560.0% | -449.3% | +80.9% |
| All | +339.0% | +2,151.3% | -1,812.3% | +208.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling