+22.5%
STM vs MKC
-33.2%
+55.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +5.2% | -4.3% | +9.6% | +5.6% |
| 30D | -7.4% | -2.0% | -5.4% | -7.3% |
| 3M | -30.6% | +10.0% | -40.6% | -31.7% |
| 6M | +66.4% | -18.5% | +84.9% | +72.5% |
| YTD | +101.1% | -22.4% | +123.6% | +110.1% |
| 1Y | +97.4% | -23.6% | +121.0% | +106.6% |
| 3Y | +21.1% | -30.4% | +51.6% | +29.0% |
| 5Y | +22.5% | -34.2% | +56.7% | +28.4% |
| All | +22.5% | -33.2% | +55.7% | +28.4% |
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