+271.6%
MKC vs STLA
+263.8%
+7.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.0% |
| 7D | -5.9% | +2.6% | -8.5% | -6.1% |
| 30D | -0.9% | -1.2% | +0.4% | -0.8% |
| 3M | +12.7% | -24.8% | +37.5% | +14.7% |
| 6M | -19.3% | -25.6% | +6.3% | -18.0% |
| YTD | -22.2% | -48.9% | +26.8% | -19.0% |
| 1Y | -23.3% | -38.8% | +15.4% | -21.5% |
| 3Y | -30.0% | -64.5% | +34.5% | -26.5% |
| 5Y | -33.8% | -62.4% | +28.7% | -31.4% |
| 10Y | +24.4% | +55.4% | -31.0% | +17.0% |
| All | +271.6% | +263.8% | +7.8% | +234.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling