+7,301.3%
STRL vs MKC
+26.7%
+7,274.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | +8.2% | -4.3% | +12.5% | +8.8% |
| 30D | -6.3% | -3.1% | -3.2% | -6.1% |
| 3M | -41.2% | +6.8% | -48.0% | -42.2% |
| 6M | +20.4% | -18.3% | +38.7% | +24.0% |
| YTD | +61.7% | -23.1% | +84.7% | +68.1% |
| 1Y | +72.7% | -23.7% | +96.4% | +79.2% |
| 3Y | +530.9% | -31.0% | +561.9% | +557.8% |
| 5Y | +2,125.4% | -33.5% | +2,158.9% | +2,180.8% |
| 10Y | +7,301.3% | +30.3% | +7,271.1% | +6,189.4% |
| All | +7,301.3% | +26.7% | +7,274.7% | +6,189.4% |
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 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