+2,254.2%
STM vs MCK
+7,402.5%
-5,148.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +1.7% | -3.6% | +5.2% | +2.6% |
| 30D | -5.2% | +1.4% | -6.6% | -5.6% |
| 3M | -29.6% | +13.8% | -43.4% | -32.9% |
| 6M | +54.4% | -5.2% | +59.5% | +54.3% |
| YTD | +99.5% | +9.0% | +90.5% | +90.5% |
| 1Y | +100.8% | +26.9% | +73.9% | +82.6% |
| 3Y | +20.2% | +114.7% | -94.6% | -9.3% |
| 5Y | +21.1% | +347.1% | -326.0% | -28.1% |
| 10Y | +664.5% | +446.4% | +218.2% | +304.9% |
| All | +2,254.2% | +7,402.5% | -5,148.3% | +649.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling