-9.2%
STM vs MKC
-32.8%
+23.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.1% | +7.8% | +6.8% |
| 7D | -5.6% | -1.9% | -3.7% | -5.5% |
| 30D | -14.4% | +8.0% | -22.4% | -15.1% |
| 3M | -20.5% | -8.6% | -11.8% | -20.0% |
| 6M | -24.5% | +1.1% | -25.6% | -25.1% |
| YTD | +72.7% | -27.7% | +100.4% | +81.2% |
| 1Y | +91.0% | -23.7% | +114.8% | +98.1% |
| 3Y | +13.5% | -19.4% | +32.9% | +16.2% |
| 5Y | -9.2% | -33.3% | +24.1% | +8.9% |
| All | -9.2% | -32.8% | +23.6% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling