+465.1%
STM vs MKC
+25.8%
+439.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +12.0% | -3.0% | +15.0% | +12.6% |
| 30D | -0.4% | +4.8% | -5.2% | -1.7% |
| 3M | -13.2% | -12.8% | -0.3% | -11.2% |
| 6M | -26.1% | +5.0% | -31.1% | -27.9% |
| YTD | +81.2% | -29.1% | +110.2% | +93.9% |
| 1Y | +98.3% | -26.4% | +124.7% | +109.8% |
| 3Y | +16.7% | -21.6% | +38.3% | +19.9% |
| 5Y | -4.8% | -35.2% | +30.4% | +1.3% |
| All | +465.1% | +25.8% | +439.2% | +461.8% |
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