+7,004.6%
MCK vs STRL
+12,278.7%
-5,274.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.3% |
| 7D | -3.6% | +8.2% | -11.8% | -3.9% |
| 30D | +1.4% | -6.3% | +7.8% | +1.6% |
| 3M | +13.8% | -41.2% | +55.0% | +15.6% |
| 6M | -5.2% | +20.4% | -25.5% | -7.2% |
| YTD | +9.0% | +61.7% | -52.7% | +5.3% |
| 1Y | +26.9% | +72.7% | -45.8% | +21.9% |
| 3Y | +114.7% | +530.9% | -416.2% | +92.9% |
| 5Y | +347.1% | +2,125.4% | -1,778.3% | +279.0% |
| 10Y | +446.4% | +7,301.3% | -6,855.0% | +337.4% |
| All | +7,004.6% | +12,278.7% | -5,274.1% | +5,016.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling