+26.9%
MKC vs STLA
+51.6%
-24.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -2.8% | -3.8% | +1.0% | -2.5% |
| 30D | -3.4% | -3.1% | -0.3% | -3.2% |
| 3M | +3.8% | -19.6% | +23.4% | +5.6% |
| 6M | -17.9% | -23.5% | +5.5% | -16.4% |
| YTD | -23.6% | -51.5% | +27.9% | -19.1% |
| 1Y | -23.1% | -39.7% | +16.6% | -20.7% |
| 3Y | -31.5% | -66.3% | +34.8% | -26.6% |
| 5Y | -33.1% | -63.1% | +30.1% | -30.0% |
| All | +26.9% | +51.6% | -24.8% | +19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling