+19.5%
STM vs MCK
+112.3%
-92.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -1.4% | -2.9% | +1.5% | -2.2% |
| 30D | -4.9% | +0.4% | -5.4% | -4.8% |
| 3M | -34.0% | +12.1% | -46.1% | -31.5% |
| 6M | +51.8% | -5.4% | +57.3% | +55.2% |
| YTD | +99.4% | +7.8% | +91.6% | +108.0% |
| 1Y | +99.1% | +22.9% | +76.1% | +111.9% |
| 3Y | +19.5% | +110.7% | -91.3% | +46.0% |
| All | +19.5% | +112.3% | -92.8% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling