+1,945.0%
STM vs MKC
+1,860.5%
+84.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.2% |
| 7D | -7.9% | -2.4% | -5.5% | -7.4% |
| 30D | -14.1% | +5.4% | -19.5% | -16.3% |
| 3M | -17.6% | -11.1% | -6.5% | -15.1% |
| 6M | -24.2% | -1.4% | -22.8% | -25.6% |
| YTD | +73.3% | -29.4% | +102.7% | +90.4% |
| 1Y | +90.1% | -24.7% | +114.8% | +103.4% |
| 3Y | +10.3% | -21.8% | +32.2% | +14.2% |
| 5Y | -5.7% | -36.0% | +30.3% | +2.7% |
| 10Y | +444.1% | +24.9% | +419.2% | +334.4% |
| All | +1,945.0% | +1,860.5% | +84.5% | +654.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling