+3,877.5%
STRL vs MKC
+21.5%
+3,856.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.2% |
| 7D | -19.8% | -2.4% | -17.4% | -19.8% |
| 30D | -43.6% | +5.4% | -48.9% | -44.1% |
| 3M | -45.2% | -11.1% | -34.1% | -44.7% |
| 6M | -65.7% | -1.4% | -64.3% | -66.2% |
| YTD | -5.4% | -29.4% | +24.0% | -1.0% |
| 1Y | -24.7% | -24.7% | 0.0% | -22.3% |
| 3Y | +335.0% | -21.8% | +356.9% | +327.7% |
| 5Y | +915.3% | -36.0% | +951.3% | +926.9% |
| 10Y | +3,877.5% | +24.9% | +3,852.5% | +3,120.0% |
| All | +3,877.5% | +21.5% | +3,856.0% | +3,120.0% |
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