-36.0%
MKC vs STLA
-74.6%
+38.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | -3.0% | -13.8% | +10.8% | -1.9% |
| 30D | +4.8% | -10.5% | +15.4% | +5.6% |
| 3M | -12.8% | -28.9% | +16.0% | -10.8% |
| 6M | +5.0% | -49.7% | +54.8% | +10.3% |
| YTD | -29.1% | -64.9% | +35.9% | -23.5% |
| 1Y | -26.4% | -64.0% | +37.6% | -20.9% |
| 3Y | -21.6% | -77.4% | +55.8% | -14.7% |
| All | -36.0% | -74.6% | +38.6% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling