+99.6%
STM vs MCK
+32.0%
+67.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.3% | +1.3% |
| 7D | +5.8% | +1.7% | +4.0% | +6.5% |
| 30D | -1.0% | +3.6% | -4.6% | +0.5% |
| 3M | -33.3% | +20.1% | -53.3% | -28.2% |
| 6M | +57.4% | -7.0% | +64.4% | +67.4% |
| YTD | +102.2% | +11.0% | +91.2% | +120.1% |
| 1Y | +99.6% | +31.8% | +67.8% | +118.5% |
| All | +99.6% | +32.0% | +67.6% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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