-25.9%
STRL vs MKC
-18.2%
-7.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +5.4% | -26.9% | -17.9% |
| 7D | -27.1% | +9.6% | -36.7% | -22.0% |
| 30D | -45.8% | +12.0% | -57.8% | -41.1% |
| 3M | -47.6% | -2.0% | -45.6% | -46.5% |
| 6M | -46.4% | +7.2% | -53.6% | -42.6% |
| YTD | -7.4% | -23.7% | +16.4% | -5.8% |
| 1Y | -25.9% | -18.3% | -7.6% | -23.3% |
| All | -25.9% | -18.2% | -7.6% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling