+2,016.3%
STM vs MKC
+1,869.7%
+146.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | +1.4% | -7.0% | +8.5% | +3.9% |
| 30D | -8.4% | +4.1% | -12.4% | -10.2% |
| 3M | -15.8% | -10.3% | -5.5% | -13.5% |
| 6M | -22.8% | +1.7% | -24.5% | -25.0% |
| YTD | +79.4% | -29.1% | +108.4% | +96.7% |
| 1Y | +97.0% | -26.0% | +123.0% | +112.2% |
| 3Y | +14.2% | -21.5% | +35.6% | +18.0% |
| 5Y | -4.5% | -35.0% | +30.6% | +3.6% |
| 10Y | +463.1% | +25.6% | +437.5% | +348.8% |
| All | +2,016.3% | +1,869.7% | +146.6% | +679.5% |
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