-24.7%
STRL vs MKC
-25.6%
+0.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -2.0% |
| 7D | -19.8% | -2.4% | -17.4% | -20.3% |
| 30D | -43.6% | +5.4% | -48.9% | -41.2% |
| 3M | -45.2% | -11.1% | -34.1% | -47.3% |
| 6M | -65.7% | -1.4% | -64.3% | -65.1% |
| YTD | -5.4% | -29.4% | +24.0% | -9.2% |
| 1Y | -24.7% | -24.7% | 0.0% | -25.9% |
| All | -24.7% | -25.6% | +0.9% | -25.9% |
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