+346.8%
STRL vs MKC
-20.6%
+367.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -1.1% | +16.0% | +14.5% |
| 7D | -13.3% | -1.9% | -11.4% | -13.3% |
| 30D | -43.3% | +8.0% | -51.3% | -41.2% |
| 3M | -46.9% | -8.6% | -38.2% | -47.5% |
| 6M | -65.6% | +1.1% | -66.6% | -64.7% |
| YTD | -5.1% | -27.7% | +22.6% | -7.6% |
| 1Y | -23.1% | -23.7% | +0.7% | -24.3% |
| 3Y | +346.8% | -19.4% | +366.2% | +313.1% |
| All | +346.8% | -20.6% | +367.4% | +313.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling