+664.5%
STM vs MKC
+26.7%
+637.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +1.7% | -4.3% | +6.0% | +2.6% |
| 30D | -5.2% | -3.1% | -2.0% | -4.7% |
| 3M | -29.6% | +6.8% | -36.4% | -31.1% |
| 6M | +54.4% | -18.3% | +72.7% | +61.2% |
| YTD | +99.5% | -23.1% | +122.6% | +111.0% |
| 1Y | +100.8% | -23.7% | +124.4% | +112.3% |
| 3Y | +20.2% | -31.0% | +51.2% | +29.5% |
| 5Y | +21.1% | -33.5% | +54.7% | +29.7% |
| 10Y | +664.5% | +30.3% | +634.3% | +618.7% |
| All | +664.5% | +26.7% | +637.9% | +618.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling