-10.5%
STRL vs MKC
-25.8%
+15.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.2% | -2.3% |
| 7D | +15.7% | -3.0% | +18.6% | +13.5% |
| 30D | -35.5% | +4.8% | -40.3% | -32.9% |
| 3M | -47.1% | -12.8% | -34.3% | -49.5% |
| 6M | -65.8% | +5.0% | -70.8% | -64.9% |
| YTD | -4.5% | -29.1% | +24.5% | -7.0% |
| 1Y | -10.5% | -26.4% | +15.9% | -11.4% |
| All | -10.5% | -25.8% | +15.3% | -11.4% |
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 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