+3,877.1%
STRL vs MKC
+25.5%
+3,851.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.5% | +4.9% |
| 7D | +7.1% | -7.0% | +14.1% | +7.7% |
| 30D | -39.4% | +4.1% | -43.5% | -39.9% |
| 3M | -43.0% | -10.3% | -32.7% | -42.5% |
| 6M | -65.0% | +1.7% | -66.7% | -65.6% |
| YTD | -0.8% | -29.1% | +28.3% | +3.8% |
| 1Y | -20.3% | -26.0% | +5.7% | -17.4% |
| 3Y | +356.5% | -21.5% | +378.0% | +348.7% |
| 5Y | +952.8% | -35.0% | +987.9% | +960.1% |
| 10Y | +3,877.1% | +25.6% | +3,851.5% | +3,107.3% |
| All | +3,877.1% | +25.5% | +3,851.6% | +3,107.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling