+110.6%
MCK vs STT
+194.3%
-83.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -4.4% | -1.4% | -3.0% | -4.4% |
| 30D | -2.2% | +2.2% | -4.4% | -2.2% |
| 3M | +11.6% | +18.8% | -7.3% | +11.8% |
| 6M | -4.9% | +57.9% | -62.9% | -4.7% |
| YTD | +7.7% | +51.0% | -43.3% | +7.9% |
| 1Y | +25.2% | +77.1% | -51.9% | +25.4% |
| All | +110.6% | +194.3% | -83.7% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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