-22.5%
MKC vs STLA
-40.0%
+17.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.8% |
| 7D | -4.3% | +0.4% | -4.7% | -4.3% |
| 30D | -3.1% | -5.2% | +2.1% | -3.2% |
| 3M | +6.8% | -24.9% | +31.7% | +6.7% |
| 6M | -18.3% | -25.2% | +6.8% | -18.2% |
| YTD | -23.1% | -51.4% | +28.4% | -22.8% |
| All | -22.5% | -40.0% | +17.4% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling